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Re: st: Two Stata questions
1. use -egen- with the cut option
2. robust reports Huber-White t-statistics; cluster takes this
to another level when you have clustered data; what is N when
one has clustered data? That is, I think, the reason, why there
is no adjusted R2 and is also the reason not to use the adjusted
R2 from regress without the cluster option
Krishna R. Kumar wrote:
I am new to Stata. I have two questions.
The first relates to data management. I would like to create
categorical variables by partitioning a continuous variable into two or
more equal size groups, i.e. groups with equal number of observations.
In SAS, PROC RANKS does this quite easily with the "groups" option. Is
there a way to do such a transformation with Stata. "autocode"
partitions at pre-set cut-offs but that would require figuring out the
median first and then inserting it as a cutoff into "autocode."
The second relates to the "cluster" option of the "regress" command.
This produces Huber-White t-stats. A by-product is that the log does
not include an adjusted R-square. Can someone tell me why? Also, is
there anything wrong with obtaining the adjusted R-square by running
"regress" without the "cluster" option and reporting it alongside the
Thanks in advance.
Krishna R. Kumar, Ph. D.
Professor of Accountancy
School of Business GOV 406
The George Washington University
Washington DC 20052
Ph (202) 994-5976
Fax (202) 994-5164 *
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