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Re: st: a glitch in the reg, cluster option?


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: a glitch in the reg, cluster option?
Date   Fri, 24 Sep 2004 17:04:47 +0100

Ada,

It's not a glitch, it's by design.  Have a look at the discussion of 
robust variance calculation in the -regress- manual entry.

--Mark

Date sent:      	Fri, 24 Sep 2004 15:14:05 +0100
From:           	Ada Ma <pec187@abdn.ac.uk>
Organization:   	Department of Economics, University of Aberdeen
To:             	statalist@hsphsun2.harvard.edu
Subject:        	st: a glitch in the reg, cluster option?
Send reply to:  	statalist@hsphsun2.harvard.edu

> 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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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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