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Re: st: Model fit with regress cluster option
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: Model fit with regress cluster option
Date
Wed, 12 May 2010 10:08:24 -0400
Veroniek, you are correct.
********************************************
sysuse auto, clear
reg mpg weight turn, cluster(rep78)
test turn // compares this model to the reduced model without turn
*****************************************
Steve
On Wed, May 12, 2010 at 7:55 AM, Collewaert V (MCFE)
<[email protected]> wrote:
> Dear all,
>
> I ran two models, one being a control model, the second one additionally including my predictors of interest. In both cases I used the regress command with cluster option, in order to cluster for companies (I have multiple investment rounds per company so I clustered for company).
>
> My question is: am I correct to believe that the respective degrees of freedom needed to determine the significance of the F change statistic (to compare both models) is
>
> - the number of additional regressors in the second model and
> - the number of clusters minus 1 (in my case 47)? (which hence is the same for both new and old model)
>
> With kind regards,
>
> Veroniek
>
>
>
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--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
*
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