Ada,
It's just the particular finite-sample adjustment that Stata uses
with -cluster-.
Cheers,
Mark
Date sent: Fri, 24 Sep 2004 17:49:02 +0100
From: Ada Ma <[email protected]>
Organization: Department of Economics, University of Aberdeen
To: [email protected]
Subject: Re: st: a glitch in the reg, cluster option?
Send reply to: [email protected]
> 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 <[email protected]>
> > Organization: Department of Economics, University of Aberdeen
> > To: [email protected]
> > Subject: st: a glitch in the reg, cluster option?
> > Send reply to: [email protected]
> >
> >
> >>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
> >>
> >>*
> >>* For searches and help try:
> >>* http://www.stata.com/support/faqs/res/findit.html
> >>* http://www.stata.com/support/statalist/faq
> >>* http://www.ats.ucla.edu/stat/stata/
> >
> >
> > 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
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> --
> 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: [email protected]
>
> University of Aberdeen Open Day - Tuesday 24th August 2004
> Visit our website at: www.abdn.ac.uk/openday or freephone 0800 0271495
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
