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st: interpreting xtmixed results


From   "Tomeka Davis" <soctmd@langate.gsu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: interpreting xtmixed results
Date   Sun, 02 Aug 2009 14:29:24 -0400

I have am trying to analyze clustered data in STATA.  I have experimented with 2 methods:  xtmixed and svyset.  However, I have a few questions.
 
1.  I would expect that the results wouldn't be very different, and if they were, I would expect to have larger standard errors using the svy command and not xtmixed.  But I get the opposite result - larger standard errors using xtmixed.  Why is this the case?  
 
2.  Given the difference in standard errors, the p-values are different between the two analyses.  Some variables that are significant in svy:regress are not significant with xtmixed.  Which analysis is "more reliable"?
 
3.  I am using xtmixed to analyze a 3-level model (child student district).  However, the variance estimates at levels 2 and 3 are almost identical.  I would assume this means that I don't need a multilevel model and would be safe in using svyset.  
 
4.  Finally, with both xtmixed and svy: regress, I get some standard errors larger than 1.  This seems unusual.
 
Thank you.


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