xtlogit with pweights and vce cluster

[amira elshal]

Dear colleagues,

I am trying to run a fixed effects model with xtlogit, but it does not allow using pweights or clustering the standard errors. Any clue how to overcome this? The command I am trying to run is:

xtlogit y x1 x2 i.year if country=="Egypt" [pweight=weight], fe vce(cluster id)

Thank you in advance.

[Andrew Musau]

Strictly speaking, you can do it with clogit. But see the following thread for some theoretical arguments why this may not be appropriate: https://www.statalist.org/forums/for...tandard-errors

[amira elshal]

Andrew Musau Thanks a lot. Appreciate your help.