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Re: st: When number of regressors greater than the number of clusters in OLS regression


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: When number of regressors greater than the number of clusters in OLS regression
Date   Mon, 1 Sep 2008 16:21:14 -0400

I just sent another post, Divya, before I received this one. Were all districts in the 17 states included or only a sample? If you want to describe only the 17 states, then I am quite sure that you need not designate state as a cluster variable. This will give you room for a sufficient number of regressors. Please give information on what you mean by "district level"--does that mean you have no data for individual households?

Regards,

Steven Samuels


On Sep 1, 2008, at 4:09 PM, Divya Balasubramaniam wrote:


Hello Dr. Steven,

I chose the states based on availability of data. Yes, all the districts are part of the 17 states only. Any other suggestions will really help.

Thanks,

Divya.
=======================================
Divya Balasubramaniam
Economics PhD Student
Terry College of Business
University of Georgia
Athens -30602.

From: Steven Samuels <sjhsamuels@earthlink.net>
Date: September 1, 2008 1:05:39 PM EDT
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: When number of regressors greater than the number of clusters in OLS regression
Reply-To: statalist@hsphsun2.harvard.edu


More basic questions, Divya: What is your target population: the 17 states (of India, perhaps?) or the entire country? Were the 17 states selected from all states by a sampling process? Or were they chosen in some other way--for example, because they had data available. Are all districts from the selected states in your sample?


-Steven
On Sep 1, 2008, at 12:35 PM, Divya Balasubramaniam wrote:


Dear Dr.Schaffer,

I am using clustering in my analysis and I am having some trouble understanding some of the important issues. I have read several papers you have written on clustering issues and hence I am emailing you to seek help.

I am doing a district level analysis for the census year 2001. I have 436 districts in total coming from 17 States. I run an OLS regression of Share of households having tap water access on several controls variables (I have about 25 Regressors). I use the STATA command areg Y on X, absorb(State) cluster(state). I have the state fixed effects and clustered by State.

My question is: I have more regresors(25) than the number of clusters(17). I also find in the STATA output that I have F-stat missing. I would like to seek your advice on whether I can make inference by looking at the individual coefficient estimates and the reported robust Standard errors. I did see your comment on this issue on the STATA listserv. However, I could not find answers as to how to fix this problem of having more regressors than the number of clusters.

I will be extremely thankful if you can kindly help me in this regard.
Sincerely,
Divya.
=======================================
Divya Balasubramaniam
Economics PhD Student
Terry College of Business
University of Georgia
Athens -30602.
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