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st: 'stdf' for regression with cluster option
Does stata calculate the 'stdf' for a regression model with cluster option?
After fitting a model with cluster option, when I try to find the prediction interval for a particular value of the indepndent variable it gives an error that stdf is invalid with regress command. But if I fit the regression without cluster and then try predicting this works.
Is it wrong to try to get a prediction interval for a regression with cluster? In this context, is it okay to interpret the confidence interval for the predicted value?
Thanks in advance for any suggestions.
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