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| From | Robert Lineira <robert.lineira@uab.es> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: clustered standard errors |
| Date | Thu, 29 Apr 2010 11:07:55 +0200 |
Dear all, I found on the net a presentation by Austin Nichols and Mark Schaffer on the net on clustered standard errors. After reading it, some questions emerged to me on how to use them. I want to run an analysis using a pool of 17 survey samples. Supposedly, standard errors will be correlated within the clusters, but the presentation advises that to use clustered standard error might be a very bad solution. They suggest to perform some test before using the corrected errors running 'cltest' and 'xtcltest' stata commands. Unfortunately, I just found 'cltest' command, I am not sure is the same they use given that is previous to the Kédzi (2007) paper they quote. My question is if anyone knows a test which I could use before applying clustered standard errors and (if not) which solution do you find better in a case such as this. Regards Robert. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/