st: RE: HUGE Wald test statistics of testing multiple coefficients in a fixed effect model with cluster option

["Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>]

[snip]

>One solution is to test if I need the cluster option using the not yet
available xtcltest (Mark and Austion, when is this program available?).
If I do need the cluster option, the next option is to get rid of some
of the dummy variables.<

Have you considered random effects? 300 fixed effects is A LOT and I
would suppose you have some kind of "superpopulation" in mind.

Jay

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/