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Re: st: cluster effect in logit

From   Roger Newson <[email protected]>
To   [email protected]
Subject   Re: st: cluster effect in logit
Date   Thu, 02 Jun 2005 13:26:12 +0100

At 13:13 02/06/2005, Manuela wrote:
Dear all,

Can somebody tell me what estimate Stata computes when using the cluster option
(specifically while running a logit model)? Is it Huber-White robust variance estimates
that the option computes? I cannot seem to find the answer on the manuals.
Yes. If you specify the -cluster- option, then that implies the -robust()- option, and therefore the clustered Huber variance estimates. If in Stata you type

whelp robust

then you should probably find the manual references in the on-line help.

Hope this helps.


Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
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London SE1 3QD
United Kingdom

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Email: [email protected]

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