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


From   Ada Ma <pec187@abdn.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: a glitch in the reg, cluster option?
Date   Fri, 24 Sep 2004 17:49:02 +0100

Hi Mark,

Thanks for the answer. I don't have a set of Stata manuals at hand, sorry for taking up the bandwidth.

Cheers,
Ada


Mark Schaffer wrote:


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
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--
Ada Ma
Research Assistant
Department of Economics
University of Aberdeen Business School
Edward Wright Building F55
http://www.abdn.ac.uk/economics/
http://www.abdn.ac.uk/~pec187/firstpage.htm

Tel:   +44 1224 273417
Fax:   +44 1224 272181
Email: a.ma@abdn.ac.uk

University of Aberdeen Open Day - Tuesday 24th August 2004
Visit our website at: www.abdn.ac.uk/openday or freephone 0800 0271495

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