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From | "Nick Cox" <n.j.cox@durham.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Prais with vce(robust) |
Date | Mon, 5 Jul 2010 12:05:58 +0100 |
I am not surprised that this does not do what you need. As the behaviour change in -prais- in Stata 11 was not deliberate, it follows that there is _no_ switch in the code for -prais- that allows this use of version control to get what you want. -version- does much less than many people think. Only Stata 10.1 is a complete replica of Stata 10.1, for example. Stata's not like a set of Russian dolls with older versions wrapped inside newer versions. There is more explanation at FAQ . . . . . . . . . . . . . . . User-written programs and Stata version . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 2/09 I have a certain version of Stata and have come across a user-written program that is apparently written for a later version of Stata. What are my options? http://www.stata.com/support/faqs/lang/version2.html This stuff is a bit complicated, but Brian knows what he is talking about: only doing this within Stata 10.1 will suffice until this is fixed. Nick n.j.cox@durham.ac.uk Thomas Jacobs I am back again on this and now unable to run prais y x, vce(robust) even when affixing version 10.1 at the top of the program. Is there something else I need to do to ensure it applies the rules for 10.1 as opposed to 11.1? I have: version 10.1 *Tb_Infl_Results_MonthlyLevChng.do ... prais IISBasis `Liquidity' `InfVar' if TenorYr==BasisTenors[1,`j'], vce(robust) and I receive: option vce() not allowed r(198); It runs fine if I lift the robust option just as in 11.1 On Tue, Jun 22, 2010 at 8:15 AM, Brian P. Poi <bpoi@stata.com> wrote: > On Mon, 21 Jun 2010, Thomas Jacobs wrote: > >> Brian, >> >> Thanks for the update. In the meantime, am I best off simply using >> robust without vce (regress y x, robust) or going back to version 10.1 >> in my program? >> >> Tom >> > > Tom, > > If you need to use Prais-Winsten or Cochrane-Orcutt regression with robust > standard errors, you'll need to do so in version 10.1 until we get the fix > out. Of course, if you just want to do plain regression with robust > standard errors, you can just use -regress- in Stata 11 instead. One other > alternative would be to use -newey- to obtain Newey-West standard errors; > they are robust to autocorrelation. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/