F test for clustered data regression ?

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F test for clustered data regression ?

Benn Fine
I am using the Design library and robcov to compute
variance-covariance matrices for clustered data
regression.

Is there an easy way to compute the F-test (i.e.
linear hypothesis) for clustered data regression ?

Thanks in advance!

Benn

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Re: F test for clustered data regression ?

Frank Harrell
Benn Fine wrote:

> I am using the Design library and robcov to compute
> variance-covariance matrices for clustered data
> regression.
>
> Is there an easy way to compute the F-test (i.e.
> linear hypothesis) for clustered data regression ?
>
> Thanks in advance!
>
> Benn

Once you adjust for clustering using robcov or bootcov, only Wald
chi-square tests are available.

Frank

--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Frank Harrell
Department of Biostatistics, Vanderbilt University