# st: F test for clustered data regression ?

 From Benn Fine <[email protected]> To [email protected] Subject st: F test for clustered data regression ? Date Tue, 4 Apr 2006 17:18:51 -0700 (PDT)

```I was going through the regression with clustered data
example at
http://www.gseis.ucla.edu/courses/ed230bc1/notes3/cluster.html

In this example they show output for a clustered data
regression which I reproduce below.

My question is how does stata calculate the overall F
test for a clustered data regression ?

Thanks!

Benn

regress api04 meals el avg_ed emer, cluster(dnum)

Regression with robust standard errors
Number of obs =    4702

F(  4,   833) =  472.33

Prob > F      =  0.0000

R-squared     =  0.7257
Number of clusters (dnum) = 834
Root MSE      =  49.906

------------------------------------------------------------------------------
|               Robust
api04 |      Coef.   Std. Err.      t    P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
meals |  -1.393737    .132543   -10.52   0.000
-1.653895    -1.13358
el |   .2083527    .109512     1.90   0.057
-.0065991    .4233045
avg_ed |   57.33541   5.590804    10.26   0.000
46.36169    68.30913
emer |  -1.488105   .2979344    -4.99   0.000
-2.072895   -.9033141
_cons |   652.3525   22.19378    29.39   0.000
608.7902    695.9148
------------------------------------------------------------------------------

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