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Re: st: RE: xtoverid, cluster(X)


From   Marco Buur <[email protected]>
To   [email protected]
Subject   Re: st: RE: xtoverid, cluster(X)
Date   Wed, 17 Mar 2010 14:27:26 +0100

Noted
Thank you Mark
Marco
On Wed, Mar 17, 2010 at 11:28 AM, Schaffer, Mark E
<[email protected]> wrote:
> 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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>>
>
>
> --
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> registered under charity number SC000278.
>
>
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