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st: clustered SE smaller than


From   "Robert G. LaChausse" <rlachaus@csusb.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: clustered SE smaller than
Date   Thu, 21 Mar 2013 08:22:31 -0700

Hi- I'm very new to using Stata and certainly no statistician.

I have a clustered RCT with treatment and control conditions where subjects are clustered in 22 school sites. Subjects provided pretest and posttest scores. The level of random assignment was at the school (site) level. I'm using Stata to obtain robust standard errors for an ITT analysis. I am attempting to predict a posttest score (continuous measure) from the group variable (treatment or control; binary) controlling for the pretest score.

I ran the analysis without considering the clusters (.regress posttestscore pretestscore Group) and then again using .regress posttestscore pretest score Group, vce(cluster site). I wanted to see for myself the differences in SE's.

My understanding is that the robust SE should be larger than the regular OLS SE. I found that the robust SE were actually a little smaller (ie .17 regular SE and .14 robust SE). The cluster sizes range from 13 to 321. There are 22 clusters. The only thing I can think of is that the ICC is negative but don't know why. There aren't any outliers making one site different from another. Is it possible to run the .regress posttestscore pretest score Group, vce(cluster site) using a random effects approach so that the ICC are all positive? Would that change the interpretation of the ITT analysis? What would be the command?
Thanks, RGL




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