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RE: st: RE: Why no RMSE in -ereturn list- after -areg-?


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Why no RMSE in -ereturn list- after -areg-?
Date   Wed, 1 Dec 2004 22:00:47 -0600

Clive,

The reported residual degrees of freedom change when you have clusters (to,
I believe, #clusters - 1).

Try this instead:

di sqrt(e(rss)/(e(N) - e(df_m) - e(df_a) -1))

which should work in with or without clusters.

Hope this helps,
Scott



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