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st: a glitch in the reg, cluster option?


From   Ada Ma <pec187@abdn.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: a glitch in the reg, cluster option?
Date   Fri, 24 Sep 2004 15:14:05 +0100

Hello Statalist,

I have been doing linear regressions using the _cluster_ option.

The first few lines of results would show something like:

*************************************************************************
Regression with robust standard errors Number of obs = 4247
F(130, 3413) = 10.50
Prob > F = 0.0000
R-squared = 0.2319
Number of clusters (personid) = 3414 Root MSE = .47171
*************************************************************************

Now you can see that Stata says there are 3414 unique individuals in the data set. I happened to have counted the number of individuals and found it to be different (my numbers are always smaller). I found that the number of clusters/individuals specified in the Stata results to be the (degrees of freedom + 1) for all the regressions I have performed.

Could someone tell me whether I have spotted something strange about the cluster command or am I missing something?

Cheers,
Ada Ma

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