Code:
. use https://stats.idre.ucla.edu/stat/stata/webbooks/reg/elemapi2, clear . regress api00 acs_k3 acs_46 full enroll, cluster(dnum) Linear regression Number of obs = 395 F(4, 36) = 31.18 Prob > F = 0.0000 R-squared = 0.3849 Root MSE = 112.2 (Std. Err. adjusted for 37 clusters in dnum) ------------------------------------------------------------------------------ | Robust api00 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- acs_k3 | 6.954381 6.901117 1.01 0.320 -7.041734 20.9505 acs_46 | 5.966015 2.531075 2.36 0.024 .8327565 11.09927 full | 4.668221 .7034641 6.64 0.000 3.24153 6.094913 enroll | -.1059909 .0429478 -2.47 0.018 -.1930931 -.0188888 _cons | -5.200407 121.7856 -0.04 0.966 -252.193 241.7922 ------------------------------------------------------------------------------ . test acs_k3=enroll=0 ( 1) acs_k3 - enroll = 0 ( 2) acs_k3 = 0 F( 2, 36) = 3.95 Prob > F = 0.0281
0 Response to DF in clustered regression linear coefficient test
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