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Re: st: test or ftest command


From   Jeffrey Wooldridge <jmwooldridge60@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test or ftest command
Date   Fri, 10 Jun 2011 06:57:07 -0400

I think there's a simple solution. After you use the "cluster" option
with any Stata command, all subsequent tests are robust to clustering.
So just type

test

Do not type

test cluster(scid)

JW



On Wed, Jun 8, 2011 at 1:28 PM, Lisa Marie Yarnell
<lisayarnell@yahoo.com> wrote:
> Hello Stata group!  I am trying to do an ftest (or other test possibly using the "test" command) comparing two models: one regression model in which clustering of persons within schools is modeled, and one regression with clustering of persons within schools *not* modeled.
>
> I am concerned that these are not really nested models, however.  Can I still use the test or ftest command?  Is there another command that I should be using?  Our basic question is: "Is it important to model the clustering of persons wihtin schools, based on comparisons of model fit?"  Here are the models:
>
> (1) regress w3bmi_ms bio_sex w3_yrs w1faminc black hispanic mothed selfed sup_dens ffchdens nat_dens con_dens veg_dens act_dens med_hval, cluster (scid)
>
> (2) regress w3bmi_ms bio_sex w3_yrs w1faminc black hispanic mothed selfed sup_dens ffchdens nat_dens con_dens veg_dens act_dens med_hval
>
> Can I use the test command for this?  When I tried, I got the error message below; Stata treated "cluster(scid)" as a variable in the model:
>
> regress w3bmi_ms bio_sex w3_yrs w1faminc black hispanic mothed selfed sup_dens ffchdens nat_dens con_dens veg_dens act_dens med_hval, cluster (scid)
>
> test cluster(scid)
> cluster not found
>
> THANKS!
> Lisa
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