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Re: st: option vce(robust) is not allowed with evaltype d0
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: option vce(robust) is not allowed with evaltype d0
Date
Sun, 17 Mar 2013 22:34:31 -0500
RTFM -help ml-:
vce(vcetype) specifies the type of standard error reported, which
includes types that are robust to
some kinds of misspecification, that allow for intragroup
correlation, and that are derived from
asymptotic theory; see [R] vce_option.
vce(robust), vce(cluster clustvar), pweight, and svy will work
with method lf, lf0, lf1, lf2, and
gf0 evaluators; all you need to do is specify them.
These options will not work with evaluators of methods d0, d1,
or d2, and specifying these options
will produce an error message.
-- Stas Kolenikov, PhD, PStat (SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name
On Sun, Mar 17, 2013 at 6:20 PM, Cyrus Levy <[email protected]> wrote:
> I realized that in Stata 12, vce(robust) option does not work with the
> evaltype d0. Is there a way to get the robust standard errors without
> changing the code much? Do I need to change the evaltype and the
> things in the program, or is there a shortcut?
>
> Any help is appreciated.
> *
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