Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: a glitch in the reg, cluster option?

From   Ada Ma <>
Subject   st: a glitch in the reg, cluster option?
Date   Fri, 24 Sep 2004 15:14:05 +0100

Hello Statalist,

I have been doing linear regressions using the _cluster_ option.

The first few lines of results would show something like:

Regression with robust standard errors Number of obs = 4247
F(130, 3413) = 10.50
Prob > F = 0.0000
R-squared = 0.2319
Number of clusters (personid) = 3414 Root MSE = .47171

Now you can see that Stata says there are 3414 unique individuals in the data set. I happened to have counted the number of individuals and found it to be different (my numbers are always smaller). I found that the number of clusters/individuals specified in the Stata results to be the (degrees of freedom + 1) for all the regressions I have performed.

Could someone tell me whether I have spotted something strange about the cluster command or am I missing something?

Ada Ma

* For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index