Re: st: Making vce(robust) the default

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 11:38 AM 8/4/2011, Stas Kolenikov wrote:
> I guess that if you are concerned with a particular standard option of
> Stata, you'd still want to parse the inputs from the user yourself:
>
> syntax ... , [vce(passthru) robust cluster(passthru)]
>
> * with appropriate capitalization per Stata conventions
>
> if "`vce'`robust'`cluster'" == "" local vce vce(robust)
>
> ml ... , ... maximize `vce' `robust' `cluster'
>
> This should digest the user-provided -vce- option and its variants.
> You'd have to ask Jeff P if there is any way to figure out whether a
> program is called by -svy-. As long as this is a very deep
> technicality that is dependent on the particular
> implementation/version of -svy-, subject to change without notice,
> there may no be such an official way. My understanding though is that
> for the linearization estimator, -svy- is going to call -predict,
> score- when computing the standard errors, so it may not matter that
> much whether you enforce -robust- for maximization purposes.

Thanks Stas. I was thinking the bootstrap and jackknife prefixes 
might also be problems, but it looks like they don't care what you 
have specified for vce (and Stata seems to discourage the use of 
those prefixes anyway, preferring that you use vce() ). So, maybe 
this isn't as hard as I thought. Doing a quick check, svy: does seem 
to have problems if your program internally specifies vce(robust).

As for checking for the use of svy:, it can be done now in Stata 12. 
Suppose your program is called myprog.ado. Create another program 
called myprog_svy_check.ado. svy: will check to see if this program 
exists, and if it does it will execute it. For example,

program myprog_svy_check
         version 12
         display "svy is being used"
end

Maybe I can have it set some global parameter so the program knows 
svy: is being used.


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Richard Williams, Notre Dame Dept of Sociology
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