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RE: st: areg question

From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <>
To   "''" <>
Subject   RE: st: areg question
Date   Tue, 26 Apr 2005 08:35:04 -0500

Using -araeg- attempts to model cluster effects by a constant offset for
each group. There may be further correlation within clusters even after a
mean level adjustment. If so, using the cluster option would still be

AL Feiveson

-----Original Message-----
[]On Behalf Of Mark Schaffer
Sent: Tuesday, April 26, 2005 4:51 AM
Subject: Re: st: areg question

It's not a problem, and is in fact a recommendation originally 
offered by Arellano (1987).  Wooldridge's 2002 book discusses it (I 
don't have it handy or I would look up the page ref).

You do need to be sure that you have enough clusters for the 
asymptotics to be plausible, but this is a general issue with cluster-
robust and not specific to fixed effects models.

Hope this helps.


From:           	Phil Ender <>
Subject:        	st: areg question
Date sent:      	Mon, 25 Apr 2005 17:29:00 -0700
Send reply to:

> Dear Statalist,
> A student came in with an -areg- model in which the same variable was
> used in both the absorb option and cluster option, sorta like this
> areg dv iv1 iv2,  absorb(id)  cluster(id)
> I thought this was a bad idea but could not find a specific reference
> prohibiting it.  Can someone point me to a reference about the
> problem or provide an explanation of why it is not a problem.
> Phil
> --
> Phil Ender
> UCLA Department of Education
> UCLA Academic Technology Services
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Prof. Mark E. Schaffer
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
44-131-451-3296 fax
44-131-451-3485 CERT administrator

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