Tuesday, March 14, 2006

RE: st: Wald Chi-Square in Logistic with Cluster Option

Daniel Indro replied:

> I also ran the regression without the cluster option. The results gave > me a reasonable chi-square. However, some of the variables that I > controled for did not come out significant. > > So, it seems to me that the problem could be due to clustering, or the > inclusion of one particular year dummy variable, or both. I checked > Section 8.3 of Hosmer-Lemeshow book, have exhausted references to > cluster option from the Stata website, and am wondering if someone could > provide me with additional citations to help me learn more about this > subject. Also, what is the relationship between the number of > observations within a cluster and the number of independent variables? > Is there any specific requirement that the former be larger than the > latter, or is this an irrelevant issue?

I'm glad you were able to find a solution to your previous solution, despite my shamefully incorrect advice (thanks, Richard!).

I can't provide you with references right now, but I think I can answer your question about clusters. The relationship between clusters and independent variables is quite simple: you need to have more clusters than there are IVs in your model. If you don't, your model should still run, but Stata will report incomplete model diagnostics. Here's why, taken from -whelp j_robustsingular-

**Are you using a svy estimator or did you specify the cluster() option?**

The VCE you have just estimated is not of sufficient rank to perform the model test. As discussed in [R] test, the model test with clustered or survey data is distributed as F(k,d-k+1) or chi2(k) where k is the number of constraints and d=number of clusters or d=number of PSU's minus the number of strata. Since the rank of the VCE is at most d and the model test reserves one degree of freedom for the constant, at most d-1 constraints can be tested, so k must be less than d. The model that you just fit does not meet this requirement.

Hope that helps.

CLIVE NICHOLAS |t: 0(044)7903 397793 Politics |e: clive.nicholas@ncl.ac.uk Newcastle University |http://www.ncl.ac.uk/geps

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