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Re: st: cluster option in qreg


From   Tomas M <[email protected]>
To   <[email protected]>
Subject   Re: st: cluster option in qreg
Date   Tue, 7 Apr 2009 11:17:41 -0700

Hello,

I am bumping up this question from 2004, as it addressed my issue.

I want to correct the standard errors for potential correlation between observations.

Is there a cluster() option equivalent?  It appears that there is not, according to the Stata help files.

Will bootstrap (reps(#)) provide me with the results I am looking for?

Also, is there a command to identify the intraclass correlation coefficient, to determine if there is indeed clustering?  Or will it be okay if I bootstrap anyway, regardless?

Also, what is a typical rep number, 1000?  Or will 100 suffice?

Thank you

---------------

I am running median regressions w/ 'qreg'.  The problem is that I also want 
to correct the standard errors for potential correlation between 
observations within each state -- like the cluster() option does 
in 'regress'.  Does anyone know how to do this?

Thanks in advance,
Norma

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