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Re: st: clustered SE smaller than


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clustered SE smaller than
Date   Thu, 21 Mar 2013 11:35:33 -0400

1. look at the following FAQ:

http://www.stata.com/support/faqs/statistics/standard-errors-and-vce-cluster-option/

2. 22 clusters is a small number - too small in general (though I know
nothing about your data); see, e.g.,
http://www.stata.com/meeting/mexico11/materials/cameron.pdf

Rich

On 3/21/13 11:22 AM, Robert G. LaChausse wrote:
> 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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