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st: xtivreg and vce cluster problem
From
Robert Duval <[email protected]>
To
[email protected]
Subject
st: xtivreg and vce cluster problem
Date
Wed, 9 May 2012 05:33:06 -0500
Dear Friends,
I am trying to estimate an IV Fixed Effects model with Clustered
S.E.´s with the Official command xtivreg yet I keep getting an error.
Consider the code below
webuse abdata
*This works fine
xtivreg n (w= k) ys, fe vce(conventional)
*These fail
xtivreg n (w= k) ys, fe vce(cluster id)
xtivreg n (w= k) ys, fe vce(robust)
giving me error
vcetype 'cluster' not allowed
vcetype 'robust' not allowed
respectively.
According to the Manual xtivreg, fe should support all the standard
vce types, so I fail to understand what's going on here
Is this a bug?
I am using Stata MP 11.2 updated as of today.
Many thanks in advance for your ideas
robert
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