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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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 <levy.cyrus@gmail.com> 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. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/