1. use -egen- with the cut option
2. robust reports Huber-White t-statistics; cluster takes this
to another level when you have clustered data; what is N when
one has clustered data? That is, I think, the reason, why there
is no adjusted R2 and is also the reason not to use the adjusted
R2 from regress without the cluster option
Rich
Krishna R. Kumar wrote:
I am new to Stata. I have two questions.
The first relates to data management. I would like to create
categorical variables by partitioning a continuous variable into two or
more equal size groups, i.e. groups with equal number of observations.
In SAS, PROC RANKS does this quite easily with the "groups" option. Is
there a way to do such a transformation with Stata. "autocode"
partitions at pre-set cut-offs but that would require figuring out the
median first and then inserting it as a cutoff into "autocode."
The second relates to the "cluster" option of the "regress" command.
This produces Huber-White t-stats. A by-product is that the log does
not include an adjusted R-square. Can someone tell me why? Also, is
there anything wrong with obtaining the adjusted R-square by running
"regress" without the "cluster" option and reporting it alongside the
Huber-White t-statistics?
Thanks in advance.
Krishna Kumar
Krishna R. Kumar, Ph. D.
Professor of Accountancy
School of Business GOV 406
The George Washington University
Washington DC 20052
Ph (202) 994-5976
Fax (202) 994-5164 *
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