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Re: st: Wanted: simulated data with cluster structure


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Wanted: simulated data with cluster structure
Date   Tue, 10 May 2011 21:48:24 -0500

On Tue, May 10, 2011 at 9:31 PM, Bert Jung <bjung59@gmail.com> wrote:
> I need a simulated dataset with clustered data to test a user-written
> bootstrap routine.  The only important feature is that the cluster
> structure should lead to visibly biased standard errors in -regress-
> and that a -regress, cluster()- should return the correct standard
> error.

Oh come on.

set obs 20
gen u = rnormal()
gen cl = _n
expand 20
gen e = 0.2*rnormal()
gen y = u+e
reg y
reg y, cl(cl)

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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