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From |
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |

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 22:27:27 +0100 |

Steven, Divya, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Steven Samuels > Sent: 01 September 2008 22:00 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: When number of regressors greater than the > number of clusters in OLS regression > > 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). This is good advice if in fact there is no within-state correlation in the disturbance. Divya, is there any reason to suspect within-state correlation may exist? --Mark > > 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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/

**References**:**Re: st: When number of regressors greaterthan the number of clusters in OLS regression***From:*Divya Balasubramaniam <divya@uga.edu>

**Re: st: When number of regressors greater than the number of clusters in OLS regression***From:*Steven Samuels <sjhsamuels@earthlink.net>

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