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RE: RE: st: areg question


From   "Phil Ender" <ender@ucla.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: RE: st: areg question
Date   Tue, 26 Apr 2005 15:31:44 -0400

Thanks to Mark Schaffer and Al Feiveson for shedding light on my -areg-
question.

Phil
--
Phil Ender
UCLA Department of Education
UCLA Academic Technology Services


  -----Original Message-----
From: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@...>
To: statalist@...
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
after a
  mean level adjustment. If so, using the cluster option would still be
  appropriate.

  AL Feiveson

  -----Original Message-----
  From: owner-statalist@...
  [mailto:owner-statalist@...]On Behalf Of Mark Schaffer
  Sent: Tuesday, April 26, 2005 4:51 AM
  To: statalist@...
  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.

  --Mark

  To: statalist@...
  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
  > --
  > Phil Ender
  > UCLA Department of Education
  > UCLA Academic Technology Services



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