Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Cluster option in Regress command


From   Dr Sumon Bhaumik <s.bhaumik@qub.ac.uk>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Cluster option in Regress command
Date   Tue, 10 Jun 2003 09:41:36 +0100

Thanks!

___________________________________
Dr. Sumon Kumar Bhaumik
School of Management and Economics
Queen's University Belfast
25 University Square
Belfast BT7 1NN
Phone: +44 28 9027-3273
Web page: http://www.geocities.com/momchentse/index.html


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Goldstein
Sent: 09 June 2003 20:46
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Cluster option in Regress command

Use the -xt- commands for time series-cross sectional 
data, not the cluster option.

Rich Goldstein

Dr Sumon Bhaumik wrote:
> 
> Hi everyone,
> 
> I need help with a Stata command. In the "regress" command, there
> is an option "cluster." Apparently, it is used when the data is
> such that some of the observations may be correlated. For example,
> if I estimate a specification using time series-cross section
> pooled data of n banks and t years. Since the portfolios and many
> of the financial ratios of each of the banks, used in the
> specification, may be correlated across the t years, it seems to
> me that I should use the "cluster" option. Am I mistaken? What
> exactly is the econometrics of the "cluster" option? Thanks!
> 
> Regards,
> 
> Sumon
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index