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st: RE: cluster option with fixed effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: cluster option with fixed effects
Date   Sun, 26 Nov 2006 13:25:37 -0600

In general, yes.

See the thread by started Jason Yackee:

http://www.stata.com/statalist/archive/2006-09/msg00746.html  

and ends with Mark Schaffer's comments:

http://www.stata.com/statalist/archive/2006-09/msg00782.html

Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Eliana Garces
> Sent: Thursday, November 23, 2006 10:28 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: cluster option with fixed effects
> 
> Dear all,
> 
> I am running the following regression with fixed effects for countries and
> the cluster option.
> 
> xi: reg lp  totalq size  i.subsidiary  i.period au be de ge gr sw fi po uk
> hu sl lt lit lux ne no slo it if segment==0,cluster(country)
> 
>  Is it acceptable to use cluster for a variable already controlled for in
> the regression (in this case it is country)? I am getting extremely hight
> t-statistics (above 150 for some coefficients) that are much higher than
> the t-statistics of the regression without the cluster option.
> 
> Thanks for the feedback.
> 
> Eliana Garces


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