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st: 3 Level - LMM - Number of clusters?


From   Christian Weiß <C.Weiss@plusser-portal.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: 3 Level - LMM - Number of clusters?
Date   Tue, 24 Jun 2008 18:04:04 +0200

Hello!

 I am currently trying to bugfix a linear mix model. My sample comprises about 2000 observations (firms) which are nested as follows:

Level  1:  nested in 9 industries (1 Digit SIC Code) or(!)  68 industries (2 digit SIC code)
Level 2:   nested in  11 countries

Most of the modeled effects will be random.

Is it possible, that the number of industries /  countries causes my model not to converge? (I somehow recall having read that about 20 clusters should be used?)

Best regards
Christian




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