Dear all,
I am running a regression on a dataset which I think shows correlation
between observations of a cluster. Therefore I use the
cluster-robust-VCE estimator by adding -cluster(group)- to the
regression command. As this estimator requires the disturbances between
groups to be uncorrelated I would like to know if there is a way in
Stata to test for this?
Any help would be appreciated.
I am running a regression on a dataset which I think shows correlation
between observations of a cluster. Therefore I use the
cluster-robust-VCE estimator by adding -cluster(group)- to the
regression command. As this estimator requires the disturbances between
groups to be uncorrelated I would like to know if there is a way in
Stata to test for this?
Any help would be appreciated.