I was going through the regression with clustered data
example at
http://www.gseis.ucla.edu/courses/ed230bc1/notes3/cluster.html
In this example they show output for a clustered data
regression which I reproduce below.
My question is how does stata calculate the overall F
test for a clustered data regression ?
Thanks!
Benn
regress api04 meals el avg_ed emer, cluster(dnum)
Regression with robust standard errors
Number of obs = 4702
F( 4, 833) = 472.33
Prob > F = 0.0000
R-squared = 0.7257
Number of clusters (dnum) = 834
Root MSE = 49.906
------------------------------------------------------------------------------
| Robust
api04 | Coef. Std. Err. t P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
meals | -1.393737 .132543 -10.52 0.000
-1.653895 -1.13358
el | .2083527 .109512 1.90 0.057
-.0065991 .4233045
avg_ed | 57.33541 5.590804 10.26 0.000
46.36169 68.30913
emer | -1.488105 .2979344 -4.99 0.000
-2.072895 -.9033141
_cons | 652.3525 22.19378 29.39 0.000
608.7902 695.9148
------------------------------------------------------------------------------
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