I have a question regarding to use of fe and clustered se. The majority of the threads on statalist with this topic was based on panel data.
My data set does not have a conventional panel data structure.
Small snapshot of my data:
Code:
invt_id patent appyear invt_network_size teamsize cbsacode providers internetdummy 03858276-1 06185789 1999 17 2 24860 0 0 03858299-1 06957483 2003 7 1 33780 7 1 03858315-1 06584696 2002 17 1 14860 10 1 03858315-1 06317990 1999 17 1 14860 2 1 03858315-1 06393706 2001 17 1 14860 10 1 03858390-1 06918569 2003 13 1 38060 0 0 03858390-1 06931831 2003 13 1 38060 0 0 03858390-1 07155896 2004 14 2 38060 0 0 03858390-1 06786236 2003 13 1 38060 0 0 03858390-1 07240695 2003 13 1 38060 0 0 03858390-1 06783108 2002 13 1 38060 0 0 03858390-1 07384248 2004 14 1 38060 0 0 03858390-1 07527068 2004 14 1 38060 0 0 03858390-1 06390129 2000 13 2 38060 0 0 03858390-1 06250602 2000 13 1 38060 0 0 03858390-1 06371740 2000 13 1 38060 0 0 03858401-1 06244347 1999 13 1 26420 0 0 03858401-1 06173782 1999 13 1 26420 0 0
1) without
Code:
nbreg teamsize internetdummy invt_network_size i.cbsacode i.appyear, vce(robust) Negative binomial regression Number of obs = 462,187 Wald chi2(497) = . Dispersion = mean Prob > chi2 = . Log pseudolikelihood = -851639.86 Pseudo R2 = 0.0225 ----------------------------------------------------------------------------------- | Robust teamsize | Coef. Std. Err. z P>|z| [95% Conf. Interval] ------------------+---------------------------------------------------------------- internetdummy | -.0138526 .0022496 -6.16 0.000 -.0182618 -.0094434 invt_network_size | .0094635 .0001072 88.32 0.000 .0092535 .0096735 |
Code:
nbreg teamsize internetdummy invt_network_size i.cbsacode i.appyear, vce(cluster cbsacode) Negative binomial regression Number of obs = 462,187 Wald chi2(6) = . Dispersion = mean Prob > chi2 = . Log pseudolikelihood = -851639.86 Pseudo R2 = 0.0225 (Std. Err. adjusted for 495 clusters in cbsacode) ----------------------------------------------------------------------------------- | Robust teamsize | Coef. Std. Err. z P>|z| [95% Conf. Interval] ------------------+---------------------------------------------------------------- internetdummy | -.0138526 .0092945 -1.49 0.136 -.0320695 .0043643 invt_network_size | .0094635 .0006227 15.20 0.000 .008243 .010684
- the formerly way of thinking about clustering se is that if you assume correlations within cluster and therefore are not iid (which I assume because within the clusters several observations have the same inventor), you should cluster anyway.
- The paper 'WHEN SHOULD YOU ADJUST STANDARD ERRORS FOR CLUSTERING?' by Athey, Abadie, Imbens and Wooldridge contradicts this way of thinking and focuses on the design problem. I find it difficult to interpret if either the sampling or assignment to treatment was clustered.
I know there is still a lot of discussion about fe and clustering se.
Could anyone perhaps clarify for my specific situation?
Thanks.
Ludo
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