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Re: st: Handling two-way clustering

From   John Antonakis <>
Subject   Re: st: Handling two-way clustering
Date   Sun, 15 Mar 2009 20:58:06 +0100

Hi Edward:

Try this:

It's the cmreg.ado file.


Prof. John Antonakis
Associate Dean
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305


On 15.03.2009 20:37, Edward White wrote:
Hi, Statalisters.

I'm looking for a method to handle clustering on two factors: repeat binary measures from individuals who are in small groups.

I can use -xtgee- to handle clustering by individual, but it seems that it'll only handle one level of nesting. But how to handle the potential correlation between group members? Upon trying a simulation of the data I anticipate collecting there won't be sufficient variation to use -gllamm-. And I'm not really wanting to understand the variance contributed by those groups, just to account for it. Any suggestions? Thanks!


Edward White, PhD
Postdoctoral Fellow
Yale Center for Interdisciplinary Research on AIDS

135 College St #200
New Haven CT 06510
United States

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