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Re: st: Model fit with regress cluster option


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Model fit with regress cluster option
Date   Wed, 12 May 2010 10:08:24 -0400

Veroniek, you are correct.
********************************************
sysuse auto, clear
 reg mpg weight turn, cluster(rep78)
test turn  // compares this model to the reduced model  without turn
*****************************************

Steve

On Wed, May 12, 2010 at 7:55 AM, Collewaert V (MCFE)
<v.collewaert@maastrichtuniversity.nl> wrote:
> 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
>
>
>
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-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
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USA
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