Stas,
Many thanks for your advice! I will check out the -gllamm- option.
Sveta
On 29 Jul 2004 at 17:56, Stas Kolenikov wrote:
> Sveta,
>
> > I am working with a large three-dimensional panel data and I need to
> > run a three-nested unbalanced error component model. Are there any
> > special commands in Stata that would allow running this model? On the
> > FAQ I have found a relatively similar question posted on the 21st of
> > Oct 2003, but without any answer.
>
> My knee-jerk reaction to the questions related to multiple error component
> models is to check out -gllamm-. Of course you can have something as basic
> as -reg ..., cluster()- to begin with... and it will get you at least some
> reasonably good point estimates and standard errors. -gllamm- help files /
> manuals / the book will give you examples of the three level nested models
> of the type "student-class-school".
>
> --- Stas Kolenikov
> -- Ph.D. student in Statistics at UNC-Chapel Hill
> - http://www.komkon.org/~tacik/ -- [email protected]
>
> * This e-mail and all attachments to it are not intended to provide any
> * reasonable point of view and was transmitted to you in error. It
> * should be immediately deleted by all recipients unless they really
> * enjoy communicating with the author :). Other restrictions apply.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
