Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Missing Wald test with -cluster- option
From
John Antonakis <[email protected]>
To
[email protected]
Subject
st: Missing Wald test with -cluster- option
Date
Mon, 28 Nov 2011 15:46:45 +0100
Hi:
Awhile back, Mark Schaffer replied to a post, regarding a missing Wald
test when using the -robust- or -cluster(id)- option, noting:
http://stata.com/statalist/archive/2006-09/msg00840.html
Mark suggested that tests of individual parameters are still
interpreted; however, joint tests (for all parameters) should not (as I
guess that the test would not be trustworthy). If I remember correctly,
he has mentioned this in the past as have other posters too, directly or
indirectly.
What I was hoping for is a published referenced the fact that parameter
tests are interpretable. Also, just wondering whether anyone has written
anything the consequences of this problem (i.e., insufficient clusters)
on tests of overidentification.
Best,
J.
--
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
*
* 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/