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From | Steve Samuels <sjsamuels@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Model fit with regress cluster option |
Date | Wed, 12 May 2010 10:08:24 -0400 |
Veroniek, you are correct. ******************************************** sysuse auto, clear reg mpg weight turn, cluster(rep78) test turn // compares this model to the reduced model without turn ***************************************** Steve On Wed, May 12, 2010 at 7:55 AM, Collewaert V (MCFE) <v.collewaert@maastrichtuniversity.nl> wrote: > Dear all, > > I ran two models, one being a control model, the second one additionally including my predictors of interest. In both cases I used the regress command with cluster option, in order to cluster for companies (I have multiple investment rounds per company so I clustered for company). > > My question is: am I correct to believe that the respective degrees of freedom needed to determine the significance of the F change statistic (to compare both models) is > > - the number of additional regressors in the second model and > - the number of clusters minus 1 (in my case 47)? (which hence is the same for both new and old model) > > With kind regards, > > Veroniek > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/