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RE: st: AW: moulton factor correction


From   DE SOUZA Eric <edesouza@coleurop.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: AW: moulton factor correction
Date   Wed, 24 Jun 2009 17:10:20 +0200

I did install it in the following way
1. Unzip it and put the files in C:\brl_moulton, removing the intermediate directories
2. Then removing the txt extensions from the toc and pkg files
3. In Stata, changing directories with -net from c:\brl_moulton-
4. In Stata, -net describe moulton-
5. In Stata, -net describe brl-
6. In Stata, -net install moulton-
7. In Stata, -net install brl-
8. Then I ran the examples in the viewer obtained by typing -help moulton- 

Eric

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: 24 June 2009 17:02
To: statalist@hsphsun2.harvard.edu
Subject: AW: st: AW: moulton factor correction


<> 



I do not mean just unzipping the thing into C:\ado\personal and -which-ing it and seeing that it is there. I mean installing it so that -ado dir- shows it in the resulting list...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von DE SOUZA Eric
Gesendet: Mittwoch, 24. Juni 2009 16:48
An: statalist@hsphsun2.harvard.edu
Betreff: RE: st: AW: moulton factor correction

I had no such problem. 


Eric

Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: 24 June 2009 16:30
To: statalist@hsphsun2.harvard.edu
Subject: AW: st: AW: moulton factor correction


<> 

I had to remove the colons in "p moulton:" and "p brl:" in the "stata.toc"
of the zip file to make this thing work...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von DE SOUZA Eric
Gesendet: Mittwoch, 24. Juni 2009 15:53
An: statalist@hsphsun2.harvard.edu
Betreff: RE: st: AW: moulton factor correction

Moulton is not a standard Stata command: help moulton gives an error.
It is user written by Angrist (or maybe by others, too) http://econ-www.mit.edu/faculty/angrist/data1/mhe/brl 

Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ana Gabriela Guerrero Serdan
Sent: 24 June 2009 15:47
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: AW: moulton factor correction

Hi Martin, 

Yes, its Pischke. 

In stata: 
help moulton

rgds,
Gaby 


--- On Wed, 6/24/09, Martin Weiss <martin.weiss1@gmx.de> wrote:

> From: Martin Weiss <martin.weiss1@gmx.de>
> Subject: st: AW: moulton factor correction
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, June 24, 2009, 7:35 AM
> 
> <>
> 
> 
> 
> What is the precise reference for "Angrist and Piscke (2009)"? (Guess 
> that should be Pischke in any event)
> 
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]
> Im Auftrag von Ana Gabriela
> Guerrero Serdan
> Gesendet: Mittwoch, 24. Juni 2009 14:15
> An: stata listserve
> Betreff: st: moulton factor correction
> 
> Dear all,
> 
> I am trying to understand why in this example when using the moulton 
> correction developped by Angrist and Piscke (2009) I get some SE that 
> are lower then when using the cluster option. I thought that the 
> moulton correction will increase SE, but seems not to be the case for 
> all coefficients. Can someone help me interpret what is going on?
> 
> 
> use http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs,
> clear
> regress api00 growth emer yr_rnd, robust regress api00 growth emer 
> yr_rnd, cl(dnum) moulton api00 growth emer yr_rnd, cl(dnum)  moulton 
> api00 growth emer yr_rnd, cl(dnum) moulton loneway api00  dnum
> 
> 
> results below: 
> 
> thanks,
> Gaby
> 
> use http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs,
> clear
> 
> 
> .   regress api00 growth emer yr_rnd,
> robust
> 
> Linear regression
>                
>           Number of obs =
> 309
>                
>                
>                
>        F(
> 3,   305) =
> 33.15
>                
>                
>                
>        Prob > F
>   =
> 0.0000
>                
>                
>                
>        R-squared
>    =
> 0.2770
>                
>                
>                
>        Root MSE
> =
> 111.54
> 
>
----------------------------------------------------------------------------
> --
>          
>    |
>    Robust
>        api00 |
> Coef.   Std. Err.      t
>   P>|t|     [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
-------------+----
> --
>       growth |  -.1027121
> .195606    -0.53   0.600
>   -.4876202
> .2821961
>         emer |
> -5.444932   .5532104
> -9.84   0.000    -6.533524
> -4.35634
>       yr_rnd |
> -51.07569   20.28729
> -2.52   0.012    -90.99645
> -11.15493
>        _cons
> |   740.3981   12.13784
>   61.00   0.000
>    716.5136
> 764.2826
>
----------------------------------------------------------------------------
> --
> 
> . regress api00 growth emer yr_rnd, cl(dnum)
> 
> Linear regression
>                
>           Number of obs =
> 309
>                
>                
>                
>        F(
> 3,   185) =
> 19.72
>                
>                
>                
>        Prob > F
>   =
> 0.0000
>                
>                
>                
>        R-squared
>    =
> 0.2770
>                
>                
>                
>        Root MSE
> =
> 111.54
> 
>                
>              
>    (Std. Err. adjusted for 186 clusters in
> dnum)
>
----------------------------------------------------------------------------
> --
>          
>    |
>    Robust
>        api00 |
> Coef.   Std. Err.      t
>   P>|t|     [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
-------------+----
> --
>       growth |
> -.1027121   .2291703
> -0.45   0.655    -.5548352
> .3494111
>         emer |
> -5.444932   .7293969
> -7.46   0.000    -6.883938
> -4.005927
>       yr_rnd |
> -51.07569   22.83615
> -2.24   0.027    -96.12844
> -6.022935
>        _cons
> |   740.3981   13.46076
>   55.00   0.000
>    713.8418
> 766.9544
>
----------------------------------------------------------------------------
> --
> 
> .   moulton api00 growth emer yr_rnd,
> cl(dnum)
> 
> OLS Regression: standard errors
>            
>    Number of obs  =
> 309
> adjusted for cluster effects using Moulton
>         R-squared      =
> 0.2770
>                
>                
>                
>       Adj R-squared  =
> 0.2698
> Number of clusters (dnum) = 186
>            
>    Root MSE       =
> 111.541
> 
>
----------------------------------------------------------------------------
> --
>        api00 |
> Coef.   Std. Err.      t
>   P>|t|     [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
-------------+----
> --
>       growth |
> -.1027121   .2455165
> -0.42   0.676    -.5858326
> .3804084
>         emer |
> -5.444932   .7128514
> -7.64   0.000    -6.847662
> -4.042203
>       yr_rnd |
> -51.07569   20.57651
> -2.48   0.014    -91.56558
> -10.58579
>        _cons
> |   740.3981   17.78252
>   41.64   0.000
>    705.4061
> 775.39
>
----------------------------------------------------------------------------
> --
> Intraclass correlation in   growth =
> 0.2567
> Intraclass correlation in     emer
> =  0.5444
> Intraclass correlation in   yr_rnd =
> 0.0494
> Intraclass correlation in residual =  0.3775
> 
> .   moulton api00 growth emer yr_rnd,
> cl(dnum) moulton
> 
> OLS Regression: standard errors
>            
>    Number of obs  =
> 309
> adjusted for cluster effects using Moulton
>         R-squared      =
> 0.2770
>                
>                
>                
>       Adj R-squared  =
> 0.2698
> Number of clusters (dnum) = 186
>            
>    Root MSE       =
> 111.541
> 
>
----------------------------------------------------------------------------
> --
>        api00 |
> Coef.   Std. Err.      t
>   P>|t|     [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
-------------+----
> --
>       growth |
> -.1027121   .2203333
> -0.47   0.641    -.5362779
> .3308538
>         emer |
> -5.444932   .6285286
> -8.66   0.000    -6.681734
> -4.208131
>       yr_rnd |
> -51.07569   20.53625
> -2.49   0.013    -91.48636
> -10.66502
>        _cons
> |   740.3981   15.49653
>   47.78   0.000
>    709.9044
> 770.8917
>
----------------------------------------------------------------------------
> --
> Intraclass correlation in   growth =
> 0.1107
> Intraclass correlation in     emer
> =  0.4466
> Intraclass correlation in   yr_rnd =
> 0.0794
> Intraclass correlation in residual =  0.2204
> 
> 
> 
> . loneway api00  dnum
> 
>                
>     One-way Analysis of Variance for api00: 
> 
>                
>                
>               Number of
> obs =       310
>                
>                
>                
>   R-squared =    0.7392
> 
>     Source
>       SS
>    df      MS
>         F     Prob
> > F
> ----------------------------------------------------------------------
> ---
> Between dnum
>    3879736.2    186
> 20858.797      1.87
>    0.0001
> Within dnum
> 1369122.1    123    11131.074
> ----------------------------------------------------------------------
> ---
> Total
>     5248858.3    309
> 16986.596
> 
>          Intraclass
>      Asy.
>          correlation
>     S.E.       [95% Conf.
> Interval]
>      
>    ------------------------------------------------
>             0.34737
>    0.08516
>    0.18045     0.51428
> 
>          Estimated SD of dnum
> effect
>    76.97107
>          Estimated SD within
> dnum
> 105.5039
>          Est. reliability of
> a dnum mean          0.46636
> 
> 
> 
>       
> *
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> 
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> 


      

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