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st: areg & Cluster & Degrees of Freedom


From   kosak@gmx.de
To   statalist@hsphsun2.harvard.edu
Subject   st: areg & Cluster & Degrees of Freedom
Date   Mon, 3 Apr 2006 11:13:56 +0200 (MEST)

Dear statalist members,
i have a problem using areg and the cluster option.
I am estimating a wage function using areg and the cluster option. I have
1900 obersvations and cluster on regions (72). The problem is that the
F-Test is missing ,because it is calcualted on the basis of 71 degrees of
freedom F( 71, 71). When i use xtreg,fe the F-test is calculated
correctly(F(189,1683)=     78.33).
I found an entry in the statalist concerning the same topic
(http://www.stata.com/statalist/archive/2004-07/msg00616.html),
but there it was the other way round.areg was recognizing whats going
on,wheter in my case this is not the case.
Any suggestions?
best,
 Max

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