Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Joint F test in the panel data when cluster option used


From   "Alice(Libo) Sun" <[email protected]>
To   <[email protected]>
Subject   st: RE: Joint F test in the panel data when cluster option used
Date   Thu, 15 Sep 2005 10:49:02 -0500

I have searched google and did not find much infomation. 
I would appreciate any suggestion on how to find out the right answer.

Thank you,

Alice





-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Alice(Libo)
Sun
Sent: Wednesday, September 14, 2005 10:44 PM
To: [email protected]
Subject: st: Joint F test in the panel data when cluster option used


Dear Statalist,

I have a question regarding joint F tests for a panel data. Stata gives me
different F tests if I add/drop cluster(ID) option.I wonder which one is
correct. Does it vary to which model I use, OLS, ordered probit, logit?

Appreciate your suggesion.

The following is my example:

The panel dataset contains 50 firms over 10 years. I run the following
regression:

"
  regress Y X1 x2 x3 x4, cluster(firmID)

  test x2 x3
"

Stata gives me result for F(2,49).

Is that the wrong joint F test?

If I drop cluster() option and run the above regression and tests, stata
gives me F(2,495).
Is that the right one?


I tried ordered probit model for the panel data, stats gives me different
chi2(2) with or without cluster() added.

Thank you,

Alice  Sun



*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index