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Re: st: jknife with xtreg using jkrweight
If you have the jackknife weights, then -cluster- is excessive. The
control for the design is already built into the jackknife weights.
Just get rid of it, and see if that works.
What's on your reading/reference list on the jackknife weights?
On 2/26/07, Leslie R Hinkson (lhinkson@Princeton.EDU)
I'm trying to run a two-level model (students nested within schools) using xtreg.
The dataset comes with 62 jackknife weights and I was wondering whether I could
somehow use those. So rather than having a command that looked like this:
jknife "xtreg depvar var1 var2 var3, re i(studentid)" _b _se, cluster(schoolid)
I might have something that looks like this:
jkrweight(srwt*, multiplier(1))] vce(jackknife) mse jknife
"xtreg depvar var1 var2 var3, re i(studentid)" _b _se, cluster(schoolid)
Where srwt* indicates the jackknife weights 1-62 with multiplier(1) indicating
a jknife 2 (as opposed to the default 1).
I've tried it of course and I keep getting an error term about the use of "cluster"
but nothing else. What am I doing wrong?
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