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st: Cluster Option in Reg command
From
miltonMARX2010 <[email protected]>
To
[email protected]
Subject
st: Cluster Option in Reg command
Date
Fri, 3 Sep 2010 07:35:49 -0700 (PDT)
This might be trivial, but I am new to STATA. So any help will be most
welcome:
1. Does cluster(v) option after regress comand automatically correct for
hetroscedasticity as well, or do I have to put in a robust option in
addition to cluster (v) to ensure it is cluster robust as well as
hetroscedasticity robust?
2. Ecotrix question not STATA specific: Suppose I am not sure that errors
are correlated within cluster, will putting the option cluster (v) provide
"wrong" (inconsistent) estimates of standard errors of coefficients? Are
ther in-built tests in sTaTA to check if rrors are in fact cluster
correlated?
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