Re: st: RE: clustering option after ivprobit

["Brian P. Poi" <bpoi@stata.com>]

On Tue, 2 Sep 2008, Choudry T Shehzad wrote:

> 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);
>
> Best regards,
>
> Shehzad

The cluster-robust sandwich VCE is only allowed with the maximum 
likelihood estimator of -ivprobit-.

You can obtain a bootstrap VCE that resamples clusters with the two-step 
estimator by typing

   . ivprobit ... , twostep vce(bootstrap, cluster(country))


  -- Brian Poi
  -- bpoi@stata.com


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