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Re: Re: st: double clustering

From   "Austin Nichols" <>
Subject   Re: Re: st: double clustering
Date   Sun, 8 Jun 2008 21:19:33 -0400

You can treat country as the primary sampling unit in your -svyset-
command, even though it actually includes many primary sampling units,
assuming you have many countries in your sample.  This allows for
arbitrary intracountry correlation of errors, and the lower-level
(school) PSU clustering is essentially subsumed (i.e. the change to
estimated SEs from specifying two levels of clustering in -svyset-
will be small, and the justification more problematic).

On Tue, Jun 3, 2008 at 1:19 PM,  <> wrote:
> Back on the double clustering: the command is -creg-, which I should have downloaded somewhere around from
> However, I am not sure it is panel command. Have a look at too
> Nicola
> At 02.33 01/06/2008 -0400, Jeph Herrin wrote:
>>See -xtmixed- and -xtmelogit-.
>> wrote:
>>> Hello
>>> I am running country-by-country regressions on a sample of students, that are
>>> clustered in schools. I cluster at the school level. Now, if I want to pool
>>> the countries, I still need to take school cluster into account, but I would
>>> like to also cluster at the country level. I know that stata allows double
>>> stage sampling in svy, but I don't think it is correct to consider the
>>> country as the psu (and the school would be the ssu), because a country is
>>> not a sampling unit since it is sampled with certainty.
>>> I remember having noticed in some old statalist archive that there is a
>>> user-written double clustering option available (ideally one would want to
>>> explicit the robust cluster option followed by 2 variables). does anybody has
>>> a clue on it? What would you suggest to do? (not considering gllam modeling
>>> since my programs are far too long and heavy and would not run in a gllam
>>> configuration).
>>> Many thanks :)
>>> orsetta
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