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Hmm, works for me...
*************
sysuse auto, clear
generate wgt=weight/1000
xi: tobit mpg i.rep wgt, ll(17) vce(cluster foreign)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Jochen Späth
Gesendet: Dienstag, 10. Februar 2009 12:06
An: [email protected]
Betreff: st: tobit and xi (xi3): standard errors
Dear statalisters,
I just realized Stata's -tobit- command with the -xi- (-xi3-) prefix does
not allow for clustered standard errors, but only for -bootstrap-ping them,
although the -tobit- command itself does allow for -vce(cluster clustvar)-.
Does anyone know about this problem (and a possible workaround)? Maybe ist
just an installation issue... -Bootstrap-ing the standard errors is in my
case too time-consuming, unfortunately.
Thank you very much,
Jochen
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