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st: regress with cluster for data with nested structure


From   "DANIEL CARO" <[email protected]>
To   [email protected]
Subject   st: regress with cluster for data with nested structure
Date   Thu, 27 Feb 2003 16:39:49 -0500

Dear all,

I'm working with data with nested or hierarchical structure (two levels).
I've been using HLM software to take into account this structure. However,
I'm not interesting in varying the slopes or intercept across the level 2
units, so I would like to know if using the STATA's regress command with
the "cluster" option (reduces standard errors) could be an alternative that
doesn't violates the assumption of independence of observations between
level 1 units. I've already tried gllamm.ado, but it seem not to be an
efficient algorithm for contextual models.

Any guidance apreciated.

Daniel

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