Hi-
I have a rather perplexing issue. I am estimating the following equation:
reg routputpcusd l.routputpcusd fmage worker edurwgt agewgt tenwgt ernbtwgtusd hours, vce(cluster firm)
This is a panel with 12 years of data for each firm (there are some NA's for the dependent variable).
The output is telling me that there are 237 groups but according to the data points there are 2976 rows (248 firms) which means my groups are short 11 firms.
I've gone through by hand several times and made sure that there are no firms with only one data point for the dependent variable.
Any idea on how I can see which firms are being included in the clustering?
Below is the output:
Linear regression Number of obs = 1,198
F(8, 236) = 54.21
Prob > F = 0.0000
R-squared = 0.5196
Root MSE = 3331.2
(Std. Err. adjusted for 237 clusters in firm)
------------------------------------------------------------------------------
| Robust
routputpcusd | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
routputpcusd |
L1. | .5365922 .0639668 8.39 0.000 .4105734 .6626111
|
fmage | 1.054583 6.975469 0.15 0.880 -12.68756 14.79672
worker | 2.520342 2.371748 1.06 0.289 -2.152161 7.192845
edurwgt | 50.44194 33.81116 1.49 0.137 -16.1683 117.0522
agewgt | -37.67292 14.36249 -2.62 0.009 -65.96798 -9.377858
tenwgt | 61.35397 30.43172 2.02 0.045 1.401443 121.3065
ernbtwgtusd | 34.78622 9.28194 3.75 0.000 16.50018 53.07226
hours | 7.347066 6.968288 1.05 0.293 -6.380926 21.07506
_cons | -112.213 541.8919 -0.21 0.836 -1179.776 955.3502
------------------------------------------------------------------------------
Thank you for your help.
Jason
I have a rather perplexing issue. I am estimating the following equation:
reg routputpcusd l.routputpcusd fmage worker edurwgt agewgt tenwgt ernbtwgtusd hours, vce(cluster firm)
This is a panel with 12 years of data for each firm (there are some NA's for the dependent variable).
The output is telling me that there are 237 groups but according to the data points there are 2976 rows (248 firms) which means my groups are short 11 firms.
I've gone through by hand several times and made sure that there are no firms with only one data point for the dependent variable.
Any idea on how I can see which firms are being included in the clustering?
Below is the output:
Linear regression Number of obs = 1,198
F(8, 236) = 54.21
Prob > F = 0.0000
R-squared = 0.5196
Root MSE = 3331.2
(Std. Err. adjusted for 237 clusters in firm)
------------------------------------------------------------------------------
| Robust
routputpcusd | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
routputpcusd |
L1. | .5365922 .0639668 8.39 0.000 .4105734 .6626111
|
fmage | 1.054583 6.975469 0.15 0.880 -12.68756 14.79672
worker | 2.520342 2.371748 1.06 0.289 -2.152161 7.192845
edurwgt | 50.44194 33.81116 1.49 0.137 -16.1683 117.0522
agewgt | -37.67292 14.36249 -2.62 0.009 -65.96798 -9.377858
tenwgt | 61.35397 30.43172 2.02 0.045 1.401443 121.3065
ernbtwgtusd | 34.78622 9.28194 3.75 0.000 16.50018 53.07226
hours | 7.347066 6.968288 1.05 0.293 -6.380926 21.07506
_cons | -112.213 541.8919 -0.21 0.836 -1179.776 955.3502
------------------------------------------------------------------------------
Thank you for your help.
Jason
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