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

From   Ada Ma <>
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.


Mark Schaffer wrote:


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


Date sent: Fri, 24 Sep 2004 15:14:05 +0100
From: Ada Ma <>
Organization: Department of Economics, University of Aberdeen
Subject: st: a glitch in the reg, cluster option?
Send reply to:

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

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

Ada Ma

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Ada Ma
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