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Re: st: Wanted: simulated data with cluster structure
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Wanted: simulated data with cluster structure
Date
Tue, 10 May 2011 21:48:24 -0500
On Tue, May 10, 2011 at 9:31 PM, Bert Jung <[email protected]> wrote:
> I need a simulated dataset with clustered data to test a user-written
> bootstrap routine. The only important feature is that the cluster
> structure should lead to visibly biased standard errors in -regress-
> and that a -regress, cluster()- should return the correct standard
> error.
Oh come on.
set obs 20
gen u = rnormal()
gen cl = _n
expand 20
gen e = 0.2*rnormal()
gen y = u+e
reg y
reg y, cl(cl)
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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