Hi everyone,
I want to run an ordered probit model with instrumental variables using the user-written command -cmp-. I found the standard errors remain the same when I included the option vce(cluster idcode). This seems not just happen to my specific model. Here is an example:
When I tried -ivregress 2sls- in this example, -vce(cluster hhid)- did help me get the clustered standard errors.
Why does this happen? I think I may miss something important. Is there a way to get the clustered SE with -cmp-?
Thank you very much!
Best regards,
Jie
I want to run an ordered probit model with instrumental variables using the user-written command -cmp-. I found the standard errors remain the same when I included the option vce(cluster idcode). This seems not just happen to my specific model. Here is an example:
Code:
webuse laborsup, clear gen hhid = ceil(runiform()*50) cmp (other_inc = fem_work) (fem_work = kids), indicators($cmp_cont $cmp_probit) quietly cmp (other_inc = fem_work) (fem_work = kids), indicators($cmp_cont $cmp_probit) quietly vce(cluster hhid)
Why does this happen? I think I may miss something important. Is there a way to get the clustered SE with -cmp-?
Thank you very much!
Best regards,
Jie
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