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st: RE: xtoverid, cluster(X)


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: xtoverid, cluster(X)
Date   Wed, 17 Mar 2010 10:28:30 -0000

Marco,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of Marco Buur
> Sent: Wednesday, March 17, 2010 9:31 AM
> To: [email protected]
> Subject: st: xtoverid, cluster(X)
> 
> Dear Stata members
> 
> I would like to run xtreg,fe or xtreg,re with cluster option and need
> to run xtoverid test to determine if re is appropriate. I guess I need
> to include cluster option when I run xtoverid as below indicated. Am I
> right?  Many thanks

No, it's simpler than that.  Just call xtoverid after your random
effects estimation.  You don't have to say "cluster" after the xtreg,re
estimation so long as you have it after xtoverid, as you do below.

Cheers,
Mark

> Marco
> 
> 
> 
> xtreg, fe  cluster(X)
> est store fixed
> xtreg, re cluster(X)
> 
> 
> xtoverid, cluster(X)
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