Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Stas Kolenikov <skolenik@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: Re: Re: st: Clustered standard errors: Insufficient observations |
| Date | Sat, 14 May 2011 19:00:31 -0500 |
On Sat, May 14, 2011 at 4:42 PM, Jost Heckemeyer <Heckemeyer@zew.de> wrote: > ok, thanks, I think I got it, if I tell stata to cluster within say, 50 > countries, the DoF is 50-1, and if in addition, I estimate xtreg with > firm fixed effects (15,000 firms), then there is not sufficient DoF to > correctly estimate the model parameters, mse etc. with 15000 fixed > effects. Is this the idea? Thanks again, Stas. Yep, that's the idea. Fifty d.f.s is a little bit too small for 15K conditioning parameters. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/