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st: Test whether assumptions for cluster estimator of VCE are fulfilled


From   "Roberto Liebscher" <roberto.liebscher@ku-eichstaett.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test whether assumptions for cluster estimator of VCE are fulfilled
Date   Thu, 14 Jun 2012 15:11:02 +0200 (CEST)

Dear statalister,

I am running a regression on a dataset which I think shows correlation
between observations of a cluster. Therefore I use the cluster-robust-VCE
estimator by adding -cluster(group)- to the regression command. As this
estimator requires the disturbances between groups to be uncorrelated I
would like to know if there is a way in Stata to test for this?

Any help would be appreciated.

Kind regards,
Roberto





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