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Re: st: Random effects hierarchical models
Geoff Jones <G.Jones@massey.ac.nz> asks:
> How can I fit a random effects model with a nested (hierarchical) structure
> in Stata? I have measurements on children within households within PSUs, and
> want estimates (sorry, "predictions") of the random effects for households
> and PSUs. Quite a large data set (6000 children, several hundred PSUs).
> I can do this in Splus (lme, random.effects) but need to be able to do it in
> Stata. Any suggestions.
and, among other responses, Scott Merryman <email@example.com> notes
> -findit hierarchical random effects- brings up -gllamm-.
Such a search in Stata 9 should also bring up -xtmixed-, an oversight that we
will correct in a future ado update.
Since Geoff is presumably fitting a linear mixed model, -xtmixed- is the more
specialized solution. -xtmixed- does require Stata 9, so users of prior
versions can use -gllamm- instead.
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