Re: st: RE: clustering option after ivprobit

[Partha Deb <partha.deb@hunter.cuny.edu>]

Shehzad,

Nick was correct the first time.  -vce(cluster <clustervar>)- is not an 
allowed option along with -twostep- .  It would work if you did not specify 
-twostep- ,i.e., the -mle- option.

Best.

Partha


Nick Cox wrote:

> Yes, and sorry: 
> You are correct in that -vce(cluster <clustervar>)- is one allowed
> syntax. 
> So your second example on the face of it should work. Your first doesn't
> satisfy. 
> I can't explain why not. I hope somebody else can help further. 
> Nick 
> n.j.cox@durham.ac.uk 
> Choudry T Shehzad
>
> Thanks Nick:
>  In help file for ivprobit, they do ask for cluster variable but even
> without that stata says "vcetype 'cluster' not allowed"
>  
> ivprobit dependent x y l.z (zz = mz pz), vce(cluster) twostep first
> vcetype 'cluster' not allowed
> r(198);
>
>  ivprobit dependent x y l.z (zz = mz pz), vce(cluster country ) twostep
> first
> vcetype 'cluster' not allowed
> r(198);
>
> Nick Cox wrote:
>
>
> > Typically options belong together after a single comma, for example: 
> > ivprobit dependent x y l.z  (zz = mz pz), vce(cluster) twostep first
> >
> > There are exceptions to that rule but they don't make your syntax
> legal.
> > Beyond that you just have to read the help! For example, for
> -ivprobit-
> > the allowable syntax is just to specify a vcetype; nothing is said
> there
> > about a cluster variable. 
> > Choudry T Shehzad
> >
> > In stata help pages vce(cluster, clustervariable) and vce (bootstrap)
> > has been mentioned as options but when I try to run it says
> >
> >  ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country),
> > twostep, first
> > invalid 'twostep'
> > r(198);
> >
> > . ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country),
> first
> > invalid 'first'
> > r(198);
> >
> > . ivprobit dependent x y l.z  (zz = mz pz), vce(cluster, country)
> > option country not allowed
> > r(198);
> >
> > . ivprobit dependent x y l.z  (zz = mz pz), vce(boot)
> > time-series operators are not allowed with bootstrap without panels,
> see
> > tsset
> > r(198);
> >
> > Only option it accepts is vce(robust). While I want to bootstrap
> > standard errors on clusters. I understand that ivprobit is not for
> panel
> > then why this option has been given after ivprobit. can anybody help?
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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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