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st: cluster SE and degrees of freedom
From
Ophelie Desmarais <[email protected]>
To
[email protected]
Subject
st: cluster SE and degrees of freedom
Date
Mon, 16 May 2011 17:51:26 +0200
dear stata list,
i am trying to estimate a regression with SEs adjusted for 40 clusters.
since i would like to add fixed effects, i'm running out of degrees of
freedom - if I run the regression, the F-Test hence is reported
missing (F[40,41]).
the SEs for the regressors are still displayed: i was wondering if
they are still valid?
thanks a lot!
o.
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