In performing a logistic regression with 'logit', I am encountering very significant association's (low standard errors) when I introduce the cluster() option. Without cluster() the associations are not significant at all. It does not matter what kind of groups are used to cluster on; I compared clustering on 1) the actual clusters of interest, 2) the identifier, i.e. no clusters, 3) random set of large clusters; all of these show highly significant values for some variables; while other variables seem to behave okay. However, I now I don't know which estimates I can trust to be accurate, and which I can't trust.
Does someone have an idea what could cause very low standard errors due to the cluster() option, even though the actual cluster variable doesn't seem to be of any influence? Is there anything I could check perhaps?
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