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st: RE: HUGE Wald test statistics of testing multiple coefficients in a fixed effect model with cluster option


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: HUGE Wald test statistics of testing multiple coefficients in a fixed effect model with cluster option
Date   Mon, 10 Mar 2008 15:48:49 -0400

[snip]

>One solution is to test if I need the cluster option using the not yet
available xtcltest (Mark and Austion, when is this program available?).
If I do need the cluster option, the next option is to get rid of some
of the dummy variables.<

Have you considered random effects? 300 fixed effects is A LOT and I
would suppose you have some kind of "superpopulation" in mind.

Jay

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