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st: cluster SE and degrees of freedom


From   Ophelie Desmarais <ophelie.desmarais@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: cluster SE and degrees of freedom
Date   Mon, 16 May 2011 17:51:26 +0200

dear stata list,

i am trying to estimate a regression with SEs adjusted for 40 clusters.

since i would like to add fixed effects, i'm running out of degrees of
freedom - if I run the regression, the F-Test hence is reported
missing (F[40,41]).

the SEs for the regressors are still displayed: i was wondering if
they are still valid?

thanks a lot!

o.
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