Hi,
I would like to incorporate a clustered-correlated robust estimate of
variance. In Rogers (1993. Regression standard errors in clustered
samples. Stata Technical Bulletin 13: 19-23. Reprinted in Stata
Technical Bulletin Reprints, vol. 3, 88-94.) there is the note in the
last paragraph that a bias may be present if any cluster size exceeds 5%
of the sample and in this case an adjustment is needed and possible and
he refers to hreg2.ado for this. With "hreg" superseded by "regress" is
there a different ado file that I can use or how can I make the
adjustment for the potential bias within STATA 9?
Thanks
Paul G
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