st: two stata questions

From	Kit Baum <baum@bc.edu>
To	statalist@hsphsun2.harvard.edu
Subject	st: two stata questions
Date	Wed, 1 Feb 2006 10:10:49 -0500

On Feb 1, 2006, at 2:33 AM, Rich wrote:

2. robust reports Huber-White t-statistics; cluster takes this
to another level when you have clustered data; what is N when
one has clustered data?

That is not a rhetorical question. When you have clustered data, N is essentially the number of clusters. If you have more regressors than clusters, you will be sorry (or at least receive an undefined ANOVA F- stat).

Kit

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