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Re: st: cluster in logisitc


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, "Cram, Peter" <peter-cram@uiowa.edu>
Subject   Re: st: cluster in logisitc
Date   Fri, 06 Feb 2004 10:52:21 +0000 (GMT)

Peter,

Quoting "Cram, Peter" <peter-cram@uiowa.edu>:

> Dear Statalist,
> 
> I am running the following logistic regression model.
> 
> xi: logistic mort30 SpecHosp age i.sex i.race alcohol_ex
> arrhyth_ex
> 
> However I have hospitals clustered within regions (variable hrrnum)
> and patients clustered within hospitals (variable prov_num).
> 
> I have been able to run my regression with a single cluster
> included:
> 
> xi: logistic mort30 SpecHosp age i.sex i.race alcohol_ex arrhyth_ex,
> cluster
> (hrrnum)
> 
> but am unable to run the model with 2 clusters because I receive
> error messages each time I do so.
> 
> xi: logistic mort30 SpecHosp age i.sex i.race alcohol_ex arrhyth_ex,
> cluster (hrrnum) cluster (prov_num)
> 
> How can I account for the 2 levels of clustering in my data in my
> regression model?

It depends what you want to do, and on whether you want what -cluster- 
offers.

-cluster- allows, very generally, for arbitrary intra-cluster correlation.  
The only thing you need to assume is that disturbances across clusters are 
not correlated.

You have identified two levels of clusters, (hospitals within) regions and 
(patients within) hospitals.

If you cluster on regions using only the -cluster- option, then you are 
allowing for arbitrary intra-region correlation.  Unless I misunderstand 
the structure of the data, this would include possible correlations between 
patients who are located in the same hospital, because such patients are 
therefore also in the same region.

In other words, clustering on just region will give you SEs that are robust 
to intra-regional, and hence intra-hospital correlation...

...BUT, and this is crucial, you need a "respectable" number of clusters 
(in this case, regions) for the asymptotics behind -cluster- to work.  
Roughly speaking, if the number would be respectable as the number of 
observations in a regression, it would also be respectable as the number of 
clusters for the -cluster- option.  E.g., 100 could be respectable, but not 
10.

Hope this helps.

--Mark

> 
> Thanks,
> Pete 
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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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