Dear Statalist users,,
I am running the following probit model in which the dependent variable (Busy) takes value of one or zero and the explanatory variable (IO_Foreign) is lagged by one period .I also need to get robust p-value corrected for country-level-clustering:
xtprobit Busy L.(IO_Foreign), vce (cluster CountryID)
When, I run this command in Stata, it gives me the following result (calculation of robust standard errors failed). However, when I remove the lagged sign from the model (L.), it gives me the results that I want to get.
Can you please let me know how I can overcome this issue. Thank you
I am running the following probit model in which the dependent variable (Busy) takes value of one or zero and the explanatory variable (IO_Foreign) is lagged by one period .I also need to get robust p-value corrected for country-level-clustering:
xtprobit Busy L.(IO_Foreign), vce (cluster CountryID)
When, I run this command in Stata, it gives me the following result (calculation of robust standard errors failed). However, when I remove the lagged sign from the model (L.), it gives me the results that I want to get.
Can you please let me know how I can overcome this issue. Thank you
