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Re: st: Random effects hierarchical models


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random effects hierarchical models
Date   Wed, 10 Aug 2005 09:53:09 -0500

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 <smerryman@kc.rr.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.

--Bobby
rgutierrez@stata.com
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