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Re: st: nbreg & vce(opg) don't work together
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: nbreg & vce(opg) don't work together
Date
Sun, 11 Mar 2012 11:20:38 -0500
At 12:45 AM 3/10/2012, Richard Williams wrote:
I am trying to replicate some analyses originally done in Stata 9.
In Stata 12 I can't get the vce(opg) option to work with nbreg, e.g.
use http://www.stata-press.com/data/r12/rod93, clear
nbreg deaths i.cohort, nolog
nbreg deaths i.cohort, nolog vce(opg)
version 9: xi: nbreg deaths i.cohort, nolog vce(opg)
The -vce(opg)- is ignored in all cases, i.e. I just get the regular
standard errors. If I actually fire up my old copy of Stata 9,
though, the -vce(opg)- option works. Is this a bug that crept into
Stata somewhere along the way, or am I doing something wrong?
Following up on my own post -- I have found that if you give the command
nbreg deaths i.cohort, nolog technique(bhhh)
you get the opg standard errors, because opg is the default when
using bhhh. But that still leaves open the question of why vce(opg)
doesn't work. If vce(opg) requires technique(bhhh) (does it?) then
why doesn't it just use it? It seems like a bug to me, but maybe I am
missing something. Again, the vce(opg) option worked fine in Stata 9,
and produced the same results I am getting in Stata 12 with technique(bhhh).
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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