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st: RE: interpreting xtmixed results


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: interpreting xtmixed results
Date   Sun, 2 Aug 2009 20:45:28 +0200

<>


" Finally, with both xtmixed and svy: regress, I get some standard errors
larger than 1".

But look at the se for the constant in the example:


***
webuse highschool, clear
svy: regress weight height
***


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tomeka Davis
Sent: Sonntag, 2. August 2009 20:29
To: statalist@hsphsun2.harvard.edu
Subject: st: interpreting xtmixed results

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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