Presumably, you've been dying to know why it is that when you estimate a maximum-likelihood model without any weights or clustering in Stata, the likelihood that is maximized is called a "pseudolikelihood" if the variance-covariance matrix of the estimates are based on the formula for so-called "robust" standard errors, but is called a "likelihood" if the variance-covariance matrix of estimates is computed by the bootstrap method.
Yeah, me neither. Moreover, I resent the two hours of my life* this has taken up today. Especially since (a) it is so nice outside, (b) the answer isn't particularly important for my purposes anyway--it's just the inexplicable inconsistency that I can't deal with--and (c) I still don't know the answer.
* Proclamation: I recently decided that I would forever cease calling things as being a "waste of two hours of my time" and instead refer to them as a "waste of two hours of my life", since the latter seems more accurate. Time just happens to be what my life is made out of.