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st: Missing Wald test with -cluster- or -robust- option [further explanations?]


From   Mirko <mirko.moro@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Missing Wald test with -cluster- or -robust- option [further explanations?]
Date   Tue, 26 Sep 2006 17:37:45 +0100

Hi,

I am estimating an Ordered probit model with standard error adjusted
for clustering using -cluster- option. Unfortunately the model does
not provide the (adjusted) Wald test for the model and the relative
Prob>Chi2.

According to Stata help this could be related to the number of
parameters and the number of clusters (i.e., the number of parameters
must be less than the clusters).

Unfortunately, this is not my case. My sample size is 1,400
observations, I have 94 clusters and my model contains around 40-50
variables (most of them dummy 1/0).

The same problem occurs if I use -robust- option istead of -cluster-
or if I run -regress- (missing F and Prob>F missing) instead of
-oprobit-.

Does anybody know why this is happening? Or at least can give me an
alternative explanation?

Thanks for your help.

Mirko Moro
University College Dublin
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