Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: cltest and xtcltest: testing for the presence of clustering


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: cltest and xtcltest: testing for the presence of clustering
Date   Sat, 13 Jun 2009 23:25:22 +0200

Thanks Martin; however, this is actually clttest, which is for clustered t-tests.

Apparently, there is a user-written command in development that tests for the presence of clustering (for SEs). See:

http://repec.org/usug2007/crse.pdf

(see page 23)

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 13.06.2009 23:20, Martin Weiss wrote:
<>

At least -findit cltest- throws up a hit...

HTH
Martin _______________________
----- Original Message ----- From: "John Antonakis" <john.antonakis@unil.ch>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 13, 2009 10:56 PM
Subject: cltest and xtcltest: testing for the presence of clustering


Hi:

Does anyone know of the status of cltest and xtcltest?

A presentation by Austin Nichols and Mark Schaffer "Clustered Errors in Stata" mentioned that these would be available from SSC soon.

Thanks,
John.

--
____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index