Re: st: RE: clustering option after ivprobit

["C.T.Shehzad" <c.t.shehzad@rug.nl>]

Thanks Brian, Nick,  Partha and Schaffer... I hope it would work
Cheers,
Shehzad



Brian P. Poi wrote:
> 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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