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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 17:54:22 +0100

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 <pec187@abdn.ac.uk>
Organization:   	Department of Economics, University of Aberdeen
To:             	statalist@hsphsun2.harvard.edu
Subject:        	Re: st: a glitch in the reg, cluster option?
Send reply to:  	statalist@hsphsun2.harvard.edu

> 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
> >>
> >>*
> >>*   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: 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
> 
> *
> *   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/


*
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