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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