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RE: RE: st: areg question
Thanks to Mark Schaffer and Al Feiveson for shedding light on my -areg-
UCLA Department of Education
UCLA Academic Technology Services
From: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@...>
Date: Tue Apr 26, 2005 6:35 am
Subject: RE: st: areg question
Using -araeg- attempts to model cluster effects by a constant offset for
each group. There may be further correlation within clusters even
mean level adjustment. If so, using the cluster option would still be
[mailto:owner-statalist@...]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 <ender@...>
Subject: st: areg question
Date sent: Mon, 25 Apr 2005 17:29:00 -0700
Send reply to: statalist@...
> 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 Ender
> UCLA Department of Education
> UCLA Academic Technology Services
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