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  • xtlogit with clustered standard errors and lagged IVs

    Dear all,

    I'm new to the list, so please excuse any faux pas.

    I am hoping someone can help me with a problem I'm having using xtlogit, vce(cluster) with Stata 13.0.

    I am using a panel of country-years and a binary DV. For theoretical reasons, I would like to lag all the IVs by one year. When I run the model without the lags, but with the clustered s.e.s, there is no problem, but with the lags, I get the error message "calculation of robust standard errors failed r(198)".

    Is this a problem with my model, or just a limitation of xtlogit with a vce(cluster)? Any ideas on this, or ways to work around it would be much appreciated.

    Thanks!
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