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Re: st: xtlogit, re + cluster


From   S.Rabe-Hesketh@iop.kcl.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit, re + cluster
Date   Sun, 15 Dec 2002 07:44:18 +0000

Richard,

You can do that in gllamm uf id1 is nested within id2:

gllamm ..., i(id1) l(logit) f(binom) robust cluster(id2)

You can also estimate it without the robust and cluster
options

gllamm ..., i(id1) l(logit) f(binom)

and then simply get the correct standard errors
using

gllamm, robust cluster(id2).

On the other hand, if you are using gllamm, you may
want to fit a three-level model by including a random
intercept for id2 (level 3).

Sophia

==============

Does anyone have any code or suggestions on how to evaluate:

xtlogit ..., re i(id1) cluster(id2) ?

I.e., I would like to do id1-random effects and then estimate
robust standard error forl id2-clusters.

Thanks.

Richard
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