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From |
Divya Balasubramaniam <divya@uga.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: When number of regressors greaterthan the number of clusters in OLS regression |

Date |
Mon, 1 Sep 2008 17:26:28 -0400 (EDT) |

I am still quite unclear exactly why I do not need to cluster by State at all? Can you kindly explain it one more time to me? Is it because that my dataset is not a sample but accounts for 100% of the population? Or is there something else I need to consider? so instead of areg Y on X, absorb(state) robust cluster(state); I will now run areg Y on X, absorb(state) robust correct? Also can someone explain the inference of individual coefficients estimates when we encounter this kind of problem in case OLS regression (with lesser # cluster than the # regressors) Thanks, Divya. ---- Original message ---- >Date: Mon, 1 Sep 2008 16:59:59 -0400 >From: Steven Samuels <sjhsamuels@earthlink.net> >Subject: Re: st: When number of regressors greater than the number of clusters in OLS regression >To: statalist@hsphsun2.harvard.edu > >Divya- > >So, you have n = 436. Just remove State as a cluster variable and >continue with your modeling. You won't be troubled by the limit on >regressors again; just keep the number to <=44 (10% of observations). > >Good luck! > >-Steven Samuels > >On Sep 1, 2008, at 4:22 PM, Divya Balasubramaniam wrote: > >> Hello Dr. Steven, >> >> My dependent variable is:share of total number of households in a >> district having access to tap water. (I have the district totals) >> >> 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 4:13:40 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 >> >> >> Divya, >> I reread your question and realize that you probably do not have >> sample data at all. The Census of India was not a sample at all, >> but, ideally, was a 100% enumeration. (Just as in other countries, >> this will not be perfectly true.) So, I am not sure that you should >> be clustering on State, or even on district, for that matter. >> Please reply with details about your observations. For example, do >> you have information on individual households or just district totals? >> >> Regards, >> >> Steven >> >> >> On Sep 1, 2008, at 1:05 PM, Steven Samuels wrote: >> >>> 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. >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/statalist/faq >>>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> > >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ ======================================= Divya Balasubramaniam Economics PhD Student Terry College of Business University of Georgia Athens -30602. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: When number of regressors greater than the number of clusters in OLS regression***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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