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Re: st: clustered SE smaller than
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: clustered SE smaller than
Date
Thu, 21 Mar 2013 11:35:33 -0400
1. look at the following FAQ:
http://www.stata.com/support/faqs/statistics/standard-errors-and-vce-cluster-option/
2. 22 clusters is a small number - too small in general (though I know
nothing about your data); see, e.g.,
http://www.stata.com/meeting/mexico11/materials/cameron.pdf
Rich
On 3/21/13 11:22 AM, Robert G. LaChausse wrote:
> 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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