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  • xtprobit with clustered standard errors

    Hi, I have panel data, with a binary dependent variable. The data is at the individual level. I want to use the xtprobit command with clustered errors at the community level. However, I keep getting an error code saying 'panels not nested with clusters'. I have tried to check my data to see if individuals move between communities over time but this is not the case. each individual in the dataset remains in the same community over the time period of the data. The funny thing is that the cluster robust option works with the xtreg command, but not with the xtprobit or xtlogit. please can someone help me out with why this is the case even though my data is nested within clusters?

  • #2
    How did you -xtset- your data before -xtprobit-, -xtlogit- and -xtreg-?
    Kind regards,
    Carlo
    (Stata 19.0)

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