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st: clustered SE smaller than
From
"Robert G. LaChausse" <[email protected]>
To
[email protected]
Subject
st: clustered SE smaller than
Date
Thu, 21 Mar 2013 08:22:31 -0700
Hi- I'm very new to using Stata and certainly no statistician.
I have a clustered RCT with treatment and control conditions where
subjects are clustered in 22 school sites. Subjects provided pretest
and posttest scores. The level of random assignment was at the school
(site) level. I'm using Stata to obtain robust standard errors for
an ITT analysis. I am attempting to predict a posttest score
(continuous measure) from the group variable (treatment or control;
binary) controlling for the pretest score.
I ran the analysis without considering the clusters (.regress
posttestscore pretestscore Group) and then again using .regress
posttestscore pretest score Group, vce(cluster site). I wanted to
see for myself the differences in SE's.
My understanding is that the robust SE should be larger than the
regular OLS SE. I found that the robust SE were actually a little
smaller (ie .17 regular SE and .14 robust SE). The cluster sizes
range from 13 to 321. There are 22 clusters. The only thing I can
think of is that the ICC is negative but don't know why. There aren't
any outliers making one site different from another. Is it possible
to run the .regress posttestscore pretest score Group, vce(cluster
site) using a random effects approach so that the ICC are all
positive? Would that change the interpretation of the ITT analysis?
What would be the command?
Thanks, RGL
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