Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: probit estimation with pweight and cve(cluster) both?
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: probit estimation with pweight and cve(cluster) both?
Date
Tue, 6 Mar 2012 21:58:35 -0500
On Tue, Mar 6, 2012 at 7:36 PM, Amanda Fu <[email protected]> wrote:
> I would like to estimate a probit model using pooled panel data, with
> pwegiht and s.e. clustered in individuals to adjust the correlation of
> (not the estimation clustered by individual) . But probit command does
> not allow pweight and vce(cluster id) both.
> .probit y x1 -x5 [pw=pw],vce(cluster id] || this is what I wanted to do
> * But this does not work because pw and vce(cluster) are not allowed both
You must have typos somewhere in your syntax, because this works just fine:
. sysuse auto, clear
(1978 Automobile Data)
. probit foreign mpg [pw=weight] , vce(cluster rep78)
Iteration 0: log pseudolikelihood = -112106.47
Iteration 1: log pseudolikelihood = -90258.567
Iteration 2: log pseudolikelihood = -90089.25
Iteration 3: log pseudolikelihood = -90089.063
Iteration 4: log pseudolikelihood = -90089.063
Probit regression Number of obs = 69
Wald chi2(1) = 5.10
Prob > chi2 = 0.0239
Log pseudolikelihood = -90089.063 Pseudo R2 = 0.1964
(Std. Err. adjusted for 5 clusters in rep78)
------------------------------------------------------------------------------
| Robust
foreign | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | .1270845 .0562682 2.26 0.024 .0168009 .2373682
_cons | -3.429895 1.410208 -2.43 0.015 -6.193853 -.665938
------------------------------------------------------------------------------
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* 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/