# st: cluster and F test

 From sara borelli To statalist@hsphsun2.harvard.edu Subject st: cluster and F test Date Fri, 4 Jul 2008 09:16:46 +0000 (GMT)

```Dear Stata List members,

I have found some related questions on FAQs, but I cannot fins exactly what I need.
I am running a regression with the cluster option. I have 37 independent variables (including the constant), 1647 observations, and 14 clusters.
I want to test the joint significance of 18 variables.
If I do NOT use the cluster option the F is calculated correctly as F(18, 1637).
But once I introduce the cluster option I get the following result:
(1)  x1= 0
(2)  x2 = 0
(3)  x3 = 0
(4)  x3 = 0
...
(18)  x18 = 0
Constraint 1 dropped
Constraint 2 dropped
Constraint 3 dropped
Constraint 4 dropped
Constraint 14 dropped

F( 13,    13) =  109.42
Prob > F =    0.0000

I guess stata is doing something on the degree of freedoms, but I have not clear what is going on, why it is dropping the constraints. Is the final F test calculated correct?
Thank you in advance for any help

Sara Borelli

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