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

 From Ada Ma 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,

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.

--Mark

Date sent: Fri, 24 Sep 2004 15:14:05 +0100
Organization: Department of Economics, University of Aberdeen
To: statalist@hsphsun2.harvard.edu
Subject: st: a glitch in the reg, cluster option?

```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,

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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
http://www.som.hw.ac.uk/cert

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```
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