------------------------------------------------------------------------------------------------------ log: c:\Imbook\bwebpage\Section6\mma24p1olscluster.txt log type: text opened on: 24 May 2005, 14:33:58 . . ********** OVERVIEW OF MMA24P1OLSCLUSTER.DO ********** . . * STATA Program . * copyright C 2005 by A. Colin Cameron and Pravin K. Trivedi . * used for "Microeconometrics: Methods and Applications" . * by A. Colin Cameron and Pravin K. Trivedi (2005) . * Cambridge University Press . . * Chapter 24.7 pages 848-53 Table 24.4 . * Cluster robust inference for OLS cross-section application using . * Vietnam Living Standard Survey data . . * (0) Descriptive Statistics (Table 24.3 first half) . * (1) Linear regression (in logs) with household data (Table 24.4) . . * For Tables 24.5-6 for clustered count data see MMA24P2POISCLUSTER.DO . . * The cluster effects model is . * y_it = x_it'b + a_i + e_it . * Default xtreg output assumes e_it is iid. . * This is usually too strong an assumption. . * Instead should get cluster-robust errors after xtreg . * See Section 21.2.3 pages 709-12 . * Stata Version 8 does not do this but Stata version 9 does. . * Here we do a panel bootstrap - results not reported in the text . . * To speed up programs reduce breps - the number of bootstrap reps . . * To run this program you need data set . * vietnam_ex1.dta . . ********** SETUP ********** . . set more off . version 8.0 . set scheme s1mono /* Used for graphs */ . . ********** DATA DESCRIPTION ********** . . * The data comes from World Bank 1997 Vietnam Living Standards Survey . * A subset was used in chapter 4.6.4. . * The larger sample here is described on pages 848-9 . . * The data are HOUSEHOLD data . * There are N=5006 households in 194 clusters . . * The separate data set vietnam_ex2.dta has household-level data . . ********** READ IN HOUSEHOLD DATA and SUMMARIZE (Table 24.3) ********** . . use vietnam_ex1.dta . desc Contains data from vietnam_ex1.dta obs: 5,999 vars: 8 11 Apr 2005 12:39 size: 185,969 (98.2% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- sex byte %8.0g Gender of HH.head (1:M;2:F) age int %8.0g Age of household head comped98 float %9.0g diploma completed diploma HH.head farm float %9.0g loaiho Type of HH (1:farm; 0:nonfarm) hhsize long %12.0g Household size commune float %9.0g commune code PSU-SVY commands lhhexp1 float %9.0g lhhex12m float %9.0g ------------------------------------------------------------------------------- Sorted by: . sum Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- sex | 5999 1.270712 .4443645 1 2 age | 5999 48.01284 13.7702 16 95 comped98 | 5999 3.385564 2.037543 0 9 farm | 5999 .5730955 .4946694 0 1 hhsize | 5999 4.752292 1.954292 1 19 -------------+-------------------------------------------------------- commune | 5999 98.26588 56.00461 1 194 lhhexp1 | 5999 9.341561 .6877458 6.543108 12.20242 lhhex12m | 5006 6.310585 1.593083 0 12.36325 . . rename sex SEX . rename age AGE . rename comped98 EDUC . rename farm FARM . rename hhsize HHSIZE . rename commune COMMUNE . rename lhhexp1 LNHHEXP . rename lhhex12m LNEXP12M . gen HHEXP = exp(LNHHEXP) . . * Following should give same descriptive statistics . * as in top half (Household) in Table 24.3 p.850 . * But there are some differences plus here have FARM not URBAN . sum LNEXP12M AGE SEX HHSIZE FARM EDUC HHEXP LNHHEXP COMMUNE Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- LNEXP12M | 5006 6.310585 1.593083 0 12.36325 AGE | 5999 48.01284 13.7702 16 95 SEX | 5999 1.270712 .4443645 1 2 HHSIZE | 5999 4.752292 1.954292 1 19 FARM | 5999 .5730955 .4946694 0 1 -------------+-------------------------------------------------------- EDUC | 5999 3.385564 2.037543 0 9 HHEXP | 5999 14599.23 12582.31 694.4419 199271 LNHHEXP | 5999 9.341561 .6877458 6.543108 12.20242 COMMUNE | 5999 98.26588 56.00461 1 194 . . * Write data to a text (ascii) file so can use with programs other than Stata . * Note that LNEXP12M has some missing values coded as . . outfile LNEXP12M AGE SEX HHSIZE FARM EDUC LNHHEXP COMMUNE /* > */using vietnam_ex1.asc, replace . . ********** ANALYSIS: CLUSTER ANALYSIS FOR LINEAR MODEL [Table 24.4 p.851] ********** . . * Regressor list for the linear regressions . global XLISTLINEAR LNHHEXP AGE SEX HHSIZE FARM EDUC . . * OLS with usual standard errors (Table 24.4 columns 1-2) . regress LNEXP12M $XLISTLINEAR Source | SS df MS Number of obs = 5006 -------------+------------------------------ F( 6, 4999) = 82.02 Model | 1138.38332 6 189.730553 Prob > F = 0.0000 Residual | 11563.877 4999 2.31323805 R-squared = 0.0896 -------------+------------------------------ Adj R-squared = 0.0885 Total | 12702.2603 5005 2.53791415 Root MSE = 1.5209 ------------------------------------------------------------------------------ LNEXP12M | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6702328 .0418711 16.01 0.000 .5881472 .7523185 AGE | .0105766 .0016554 6.39 0.000 .0073312 .013822 SEX | .097444 .0518961 1.88 0.060 -.0042952 .1991832 HHSIZE | .0289812 .0132524 2.19 0.029 .0030007 .0549617 FARM | .1346891 .0493325 2.73 0.006 .0379757 .2314025 EDUC | -.0903599 .0122803 -7.36 0.000 -.1144346 -.0662852 _cons | -.5107135 .3799642 -1.34 0.179 -1.25561 .234183 ------------------------------------------------------------------------------ . estimates store olsiid . . * OLS with heteroskedastic-robust standard errors (Table 24.4 column 3) . regress LNEXP12M $XLISTLINEAR, robust Regression with robust standard errors Number of obs = 5006 F( 6, 4999) = 80.80 Prob > F = 0.0000 R-squared = 0.0896 Root MSE = 1.5209 ------------------------------------------------------------------------------ | Robust LNEXP12M | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6702328 .0425223 15.76 0.000 .5868705 .7535952 AGE | .0105766 .0016634 6.36 0.000 .0073157 .0138376 SEX | .097444 .0519606 1.88 0.061 -.0044217 .1993096 HHSIZE | .0289812 .0134698 2.15 0.031 .0025744 .055388 FARM | .1346891 .0494286 2.72 0.006 .0377873 .2315908 EDUC | -.0903599 .0127869 -7.07 0.000 -.1154278 -.0652919 _cons | -.5107135 .3812665 -1.34 0.180 -1.258163 .2367362 ------------------------------------------------------------------------------ . estimates store olshet . . * OLS with cluster-robust standard errors (Table 24.4 column 4) . regress LNEXP12M $XLISTLINEAR, cluster(COMMUNE) Regression with robust standard errors Number of obs = 5006 F( 6, 193) = 54.91 Prob > F = 0.0000 R-squared = 0.0896 Number of clusters (COMMUNE) = 194 Root MSE = 1.5209 ------------------------------------------------------------------------------ | Robust LNEXP12M | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6702328 .0528536 12.68 0.000 .565988 .7744777 AGE | .0105766 .0019371 5.46 0.000 .0067561 .0143972 SEX | .097444 .0595084 1.64 0.103 -.0199263 .2148142 HHSIZE | .0289812 .0153602 1.89 0.061 -.0013142 .0592766 FARM | .1346891 .0608046 2.22 0.028 .0147622 .2546159 EDUC | -.0903599 .0149743 -6.03 0.000 -.1198942 -.0608255 _cons | -.5107135 .4706163 -1.09 0.279 -1.438925 .4174979 ------------------------------------------------------------------------------ . estimates store olsclust . . * Random effects estimation (FGLS) (Table 24.4 columns 5-6) . * This uses the xtreg command which first requires identifying the cluster . iis COMMUNE . xtreg LNEXP12M $XLISTLINEAR, re Random-effects GLS regression Number of obs = 5006 Group variable (i): COMMUNE Number of groups = 194 R-sq: within = 0.0518 Obs per group: min = 1 between = 0.2884 avg = 25.8 overall = 0.0883 max = 39 Random effects u_i ~ Gaussian Wald chi2(6) = 335.12 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ LNEXP12M | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6268899 .0468004 13.39 0.000 .5351627 .718617 AGE | .0112334 .0016411 6.85 0.000 .008017 .0144499 SEX | .1069915 .0511849 2.09 0.037 .0066709 .2073121 HHSIZE | .0158302 .0135166 1.17 0.242 -.0106618 .0423222 FARM | .0928509 .0549544 1.69 0.091 -.0148578 .2005595 EDUC | -.0638447 .0129744 -4.92 0.000 -.0892741 -.0384153 _cons | -.1660698 .4202027 -0.40 0.693 -.989652 .6575123 -------------+---------------------------------------------------------------- sigma_u | .46739871 sigma_e | 1.4526468 rho | .09381491 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . estimates store refgls . . * Note that can cluster bootstrap if desired to get more robust standard errors . * This is done at end of program . . * Fixed effects estimation (FGLS) (Table 24.4 columns 7-8) . xtreg LNEXP12M $XLISTLINEAR, fe Fixed-effects (within) regression Number of obs = 5006 Group variable (i): COMMUNE Number of groups = 194 R-sq: within = 0.0520 Obs per group: min = 1 between = 0.2787 avg = 25.8 overall = 0.0865 max = 39 F(6,4806) = 43.92 corr(u_i, Xb) = 0.0797 Prob > F = 0.0000 ------------------------------------------------------------------------------ LNEXP12M | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6037139 .0520178 11.61 0.000 .5017352 .7056926 AGE | .0115845 .0016706 6.93 0.000 .0083092 .0148597 SEX | .112821 .0520014 2.17 0.030 .0108745 .2147675 HHSIZE | .0107124 .0141127 0.76 0.448 -.016955 .0383797 FARM | .0693037 .0609002 1.14 0.255 -.0500885 .1886959 EDUC | -.0510325 .0135817 -3.76 0.000 -.0776588 -.0244062 _cons | .0361552 .461482 0.08 0.938 -.8685606 .9408711 -------------+---------------------------------------------------------------- sigma_u | .57732514 sigma_e | 1.4526468 rho | .13640519 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(193, 4806) = 3.49 Prob > F = 0.0000 . estimates store fe . . * Note that can cluster bootstrap if desired to get more robust standard errors . * This is done at end of program . . * Random effects estimation by MLE assuming normality (Table 24.4 columns 5-6) . * This uses the xtreg command which first requires identifying the cluster . iis COMMUNE . xtreg LNEXP12M $XLISTLINEAR, mle Fitting constant-only model: Iteration 0: log likelihood = -9262.6182 Iteration 1: log likelihood = -9252.6974 Iteration 2: log likelihood = -9252.1542 Iteration 3: log likelihood = -9252.1493 Fitting full model: Iteration 0: log likelihood = -9096.5264 Iteration 1: log likelihood = -9092.5585 Iteration 2: log likelihood = -9092.5546 Random-effects ML regression Number of obs = 5006 Group variable (i): COMMUNE Number of groups = 194 Random effects u_i ~ Gaussian Obs per group: min = 1 avg = 25.8 max = 39 LR chi2(6) = 319.19 Log likelihood = -9092.5546 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ LNEXP12M | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6276456 .0467072 13.44 0.000 .536101 .7191901 AGE | .01122 .0016406 6.84 0.000 .0080045 .0144354 SEX | .1067788 .0511618 2.09 0.037 .0065035 .207054 HHSIZE | .01603 .0135121 1.19 0.235 -.0104533 .0425133 FARM | .0936529 .0548379 1.71 0.088 -.0138274 .2011332 EDUC | -.0643046 .0130222 -4.94 0.000 -.0898277 -.0387816 _cons | -.1718111 .4192856 -0.41 0.682 -.9935959 .6499737 -------------+---------------------------------------------------------------- /sigma_u | .455472 .0329742 13.81 0.000 .3908438 .5201002 /sigma_e | 1.452303 .0148092 98.07 0.000 1.423278 1.481329 -------------+---------------------------------------------------------------- rho | .0895499 .0120221 .0682208 .1154799 ------------------------------------------------------------------------------ Likelihood-ratio test of sigma_u=0: chibar2(01)= 212.57 Prob>=chibar2 = 0.000 . estimates store remle . . * Test of the RE specification using Breusch-Pagan test . * This is statistic in third bottom row of Table 24.4 . quietly xtreg LNEXP12M $XLISTLINEAR, re . xttest0 Breusch and Pagan Lagrangian multiplier test for random effects: LNEXP12M[COMMUNE,t] = Xb + u[COMMUNE] + e[COMMUNE,t] Estimated results: | Var sd = sqrt(Var) ---------+----------------------------- LNEXP12M | 2.537914 1.593083 e | 2.110183 1.452647 u | .2184615 .4673987 Test: Var(u) = 0 chi2(1) = 432.75 Prob > chi2 = 0.0000 . . * Hausman test of FE vs. RE specification . * This test is not a robust version. . * Its validity asswumes that errors are iid after including COMMUNE-specific effect . * For this example this may be reasonable as cluster bootstrap se's close to usual se's . xthausman (Warning: xthausman is no longer a supported command; use -hausman-. For instructions, see help hausman.) Hausman specification test ---- Coefficients ---- | Fixed Random LNEXP12M | Effects Effects Difference -------------+----------------------------------------- LNHHEXP | .6037139 .6268899 -.0231759 AGE | .0115845 .0112334 .000351 SEX | .112821 .1069915 .0058295 HHSIZE | .0107124 .0158302 -.0051179 FARM | .0693037 .0928509 -.0235472 EDUC | -.0510325 -.0638447 .0128122 Test: Ho: difference in coefficients not systematic chi2( 6) = (b-B)'[S^(-1)](b-B), S = (S_fe - S_re) = 17.89 Prob>chi2 = 0.0065 . . * Alternative GLS estimation using the GEE approach . * Same as xtgee with family(gaussian) link(id) corr(exchangeable) . * So GLS with equicorrelated errors . xtreg LNEXP12M $XLISTLINEAR, pa Iteration 1: tolerance = .21691897 Iteration 2: tolerance = .00610852 Iteration 3: tolerance = .00014606 Iteration 4: tolerance = 3.479e-06 Iteration 5: tolerance = 8.285e-08 GEE population-averaged model Number of obs = 5006 Group variable: COMMUNE Number of groups = 194 Link: identity Obs per group: min = 1 Family: Gaussian avg = 25.8 Correlation: exchangeable max = 39 Wald chi2(6) = 338.97 Scale parameter: 2.314413 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ LNEXP12M | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- LNHHEXP | .6281447 .0466076 13.48 0.000 .5367955 .719494 AGE | .0112111 .0016411 6.83 0.000 .0079946 .0144275 SEX | .1066389 .0511914 2.08 0.037 .0063056 .2069722 HHSIZE | .0161625 .013502 1.20 0.231 -.0103009 .0426259 FARM | .0941811 .0547349 1.72 0.085 -.0130973 .2014594 EDUC | -.0646085 .0129528 -4.99 0.000 -.0899956 -.0392215 _cons | -.1756087 .4185566 -0.42 0.675 -.9959645 .6447472 ------------------------------------------------------------------------------ . estimates store pa . . ********** DISPLAY TABLE 24.4 RESULTS page 851 ********** . . estimates table olsiid olshet olsclust, /* > */ b(%10.3f) t(%10.2f) stats(r2 N) ----------------------------------------------------- Variable | olsiid olshet olsclust -------------+--------------------------------------- LNHHEXP | 0.670 0.670 0.670 | 16.01 15.76 12.68 AGE | 0.011 0.011 0.011 | 6.39 6.36 5.46 SEX | 0.097 0.097 0.097 | 1.88 1.88 1.64 HHSIZE | 0.029 0.029 0.029 | 2.19 2.15 1.89 FARM | 0.135 0.135 0.135 | 2.73 2.72 2.22 EDUC | -0.090 -0.090 -0.090 | -7.36 -7.07 -6.03 _cons | -0.511 -0.511 -0.511 | -1.34 -1.34 -1.09 -------------+--------------------------------------- r2 | 0.090 0.090 0.090 N | 5006.000 5006.000 5006.000 ----------------------------------------------------- legend: b/t . estimates table pa fe refgls remle, /* > */ b(%10.3f) t(%10.2f) stats(r2 N) ------------------------------------------------------------------ Variable | pa fe refgls remle -------------+---------------------------------------------------- _ | LNHHEXP | 0.628 0.604 0.627 | 13.48 11.61 13.39 AGE | 0.011 0.012 0.011 | 6.83 6.93 6.85 SEX | 0.107 0.113 0.107 | 2.08 2.17 2.09 HHSIZE | 0.016 0.011 0.016 | 1.20 0.76 1.17 FARM | 0.094 0.069 0.093 | 1.72 1.14 1.69 EDUC | -0.065 -0.051 -0.064 | -4.99 -3.76 -4.92 _cons | -0.176 0.036 -0.166 | -0.42 0.08 -0.40 -------------+---------------------------------------------------- LNEXP12M | LNHHEXP | 0.628 | 13.44 AGE | 0.011 | 6.84 SEX | 0.107 | 2.09 HHSIZE | 0.016 | 1.19 FARM | 0.094 | 1.71 EDUC | -0.064 | -4.94 _cons | -0.172 | -0.41 -------------+---------------------------------------------------- sigma_u | _cons | 0.455 | 13.81 -------------+---------------------------------------------------- sigma_e | _cons | 1.452 | 98.07 -------------+---------------------------------------------------- Statistics | r2 | 0.052 N | 5006.000 5006.000 5006.000 5006.000 ------------------------------------------------------------------ legend: b/t . . ********** ADDITIONALLY DO CLUSTER BOOTSTRAPS ********** . . * These results not given in the text . . global breps = 500 . . * Note that can bootstrap if desired to get more robust standard errors . * The first reproduces reg , cluster(COMMUNE) . bootstrap "reg LNEXP12M $XLISTLINEAR" _b, cluster(COMMUNE) reps($breps) level(95) command: reg LNEXP12M LNHHEXP AGE SEX HHSIZE FARM EDUC statistics: b_LNHHEXP = _b[LNHHEXP] b_AGE = _b[AGE] b_SEX = _b[SEX] b_HHSIZE = _b[HHSIZE] b_FARM = _b[FARM] b_EDUC = _b[EDUC] b_cons = _b[_cons] Bootstrap statistics Number of obs = 5006 N of clusters = 194 Replications = 500 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- b_LNHHEXP | 500 .6702328 .0000939 .0546562 .5628482 .7776175 (N) | .5575338 .7715588 (P) | .5502583 .7638555 (BC) b_AGE | 500 .0105766 .0000108 .0019538 .0067379 .0144154 (N) | .0067395 .0143774 (P) | .006576 .0141968 (BC) b_SEX | 500 .097444 -.0023301 .0602315 -.0208945 .2157825 (N) | -.0210348 .2196117 (P) | -.0261246 .2083439 (BC) b_HHSIZE | 500 .0289812 -.0008009 .0160043 -.0024629 .0604252 (N) | -.0004838 .0628019 (P) | .0028144 .0662394 (BC) b_FARM | 500 .1346891 .0026611 .0560327 .0245999 .2447782 (N) | .0293473 .2510255 (P) | .0202142 .2483591 (BC) b_EDUC | 500 -.0903599 -.00006 .014992 -.119815 -.0609047 (N) | -.1205786 -.0618314 (P) | -.1204532 -.0615499 (BC) b_cons | 500 -.5107135 .0044955 .4893788 -1.47221 .4507834 (N) | -1.435498 .4444398 (P) | -1.388972 .4859312 (BC) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected . * The t-statistic vector is e(b)./e(se) where ./ is elt. by elt. division . * But Stata Version 8 does not do ./ so instead need the following . matrix tols = (vecdiag(diag(e(b))*syminv(diag(e(se)))))' . matrix list tols, format(%10.2f) tols[7,1] r1 b_LNHHEXP 12.26 b_AGE 5.41 b_SEX 1.62 b_HHSIZE 1.81 b_FARM 2.40 b_EDUC -6.03 b_cons -1.04 . . * The next two reproduce xtreg , cluster(COMMUNE) . * but the cluster option for xtreg is not available for Stata version 8 . . * For this example the cluster bootstrap se's are within 10 percent . * of the usual xtreg se's, so usual se's may be okay here . . * Fixed effects estimator . bootstrap "xtreg LNEXP12M $XLISTLINEAR, fe" _b, cluster(COMMUNE) reps($breps) level(95) command: xtreg LNEXP12M LNHHEXP AGE SEX HHSIZE FARM EDUC , fe statistics: b_LNHHEXP = _b[LNHHEXP] b_AGE = _b[AGE] b_SEX = _b[SEX] b_HHSIZE = _b[HHSIZE] b_FARM = _b[FARM] b_EDUC = _b[EDUC] b_cons = _b[_cons] Bootstrap statistics Number of obs = 5006 N of clusters = 194 Replications = 500 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- b_LNHHEXP | 500 .6037139 -.0006143 .0583525 .4890671 .7183608 (N) | .4852716 .7172067 (P) | .4841806 .7148217 (BC) b_AGE | 500 .0115845 5.02e-06 .0017464 .0081532 .0150157 (N) | .0082637 .0151613 (P) | .0084701 .0152766 (BC) b_SEX | 500 .112821 -.0017372 .0546362 .0054756 .2201664 (N) | .0129603 .2214846 (P) | .017047 .235448 (BC) b_HHSIZE | 500 .0107124 -.0004379 .0150286 -.0188148 .0402395 (N) | -.0195233 .0415316 (P) | -.0184428 .044119 (BC) b_FARM | 500 .0693037 -.0010067 .0497627 -.0284666 .167074 (N) | -.0291446 .1679352 (P) | -.0259051 .1705921 (BC) b_EDUC | 500 -.0510325 .0003307 .0153224 -.081137 -.020928 (N) | -.0818133 -.0219096 (P) | -.0844261 -.0230367 (BC) b_cons | 500 .0361552 .0087515 .5186644 -.9828799 1.05519 (N) | -.934128 1.087458 (P) | -.934128 1.087458 (BC) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected . matrix tfe = (vecdiag(diag(e(b))*syminv(diag(e(se)))))' . matrix list tfe, format(%10.2f) tfe[7,1] r1 b_LNHHEXP 10.35 b_AGE 6.63 b_SEX 2.06 b_HHSIZE 0.71 b_FARM 1.39 b_EDUC -3.33 b_cons 0.07 . . * Random effects estimator . bootstrap "xtreg LNEXP12M $XLISTLINEAR, re" _b, cluster(COMMUNE) reps($breps) level(95) command: xtreg LNEXP12M LNHHEXP AGE SEX HHSIZE FARM EDUC , re statistics: b_LNHHEXP = _b[LNHHEXP] b_AGE = _b[AGE] b_SEX = _b[SEX] b_HHSIZE = _b[HHSIZE] b_FARM = _b[FARM] b_EDUC = _b[EDUC] b_cons = _b[_cons] Bootstrap statistics Number of obs = 5006 N of clusters = 194 Replications = 500 ------------------------------------------------------------------------------ Variable | Reps Observed Bias Std. Err. [95% Conf. Interval] -------------+---------------------------------------------------------------- b_LNHHEXP | 500 .6268899 -.0079169 .0486878 .5312314 .7225483 (N) | .5261016 .7155449 (P) | .540477 .7254891 (BC) b_AGE | 500 .0112334 .0001211 .0017668 .0077622 .0147047 (N) | .0080698 .0152565 (P) | .0077655 .0147142 (BC) b_SEX | 500 .1069915 .0058127 .0561182 -.0032656 .2172486 (N) | .0046711 .2187323 (P) | -.0109273 .2045939 (BC) b_HHSIZE | 500 .0158302 -.0014562 .0146506 -.0129543 .0446147 (N) | -.017179 .0459636 (P) | -.0108163 .0482198 (BC) b_FARM | 500 .0928509 -.0071707 .0442312 .0059485 .1797532 (N) | -.0014455 .1728321 (P) | .0053411 .1906732 (BC) b_EDUC | 500 -.0638447 .0049481 .014058 -.0914648 -.0362246 (N) | -.0871102 -.029496 (P) | -.094956 -.0407984 (BC) b_cons | 500 -.1660698 .0535286 .4305953 -1.012073 .6799335 (N) | -.8970464 .6892154 (P) | -.9512222 .6032417 (BC) ------------------------------------------------------------------------------ Note: N = normal P = percentile BC = bias-corrected . matrix tre = (vecdiag(diag(e(b))*syminv(diag(e(se)))))' . matrix list tre, format(%10.2f) tre[7,1] r1 b_LNHHEXP 12.88 b_AGE 6.36 b_SEX 1.91 b_HHSIZE 1.08 b_FARM 2.10 b_EDUC -4.54 b_cons -0.39 . . ********** CLOSE OUTPUT . log close log: c:\Imbook\bwebpage\Section6\mma24p1olscluster.txt log type: text closed on: 24 May 2005, 14:44:12 ----------------------------------------------------------------------------------------------------