Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: Model fit with regress cluster option


From   "Collewaert V (MCFE)" <v.collewaert@maastrichtuniversity.nl>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Model fit with regress cluster option
Date   Wed, 12 May 2010 13:55:37 +0200

Dear all,

I ran two models, one being a control model, the second one additionally including my predictors of interest. In both cases I used the regress command with cluster option, in order to cluster for companies (I have multiple investment rounds per company so I clustered for company).

My question is: am I correct to believe that the respective degrees of freedom needed to determine the significance of the F change statistic (to compare both models) is 

- the number of additional regressors in the second model and 
- the number of clusters minus 1 (in my case 47)? (which hence is the same for both new and old model)

With kind regards,

Veroniek



*
*   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   |   Site index