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Re: st: STATA command for clustering at two levels during a Stepwise Binary Logistic Regression Analysis


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: STATA command for clustering at two levels during a Stepwise Binary Logistic Regression Analysis
Date   Tue, 8 Dec 2009 11:29:04 -0600

On Tue, Dec 8, 2009 at 10:47 AM, Marina Richardson <mricha22@uwo.ca> wrote:
> I am performing Forward and Backward Stepwise Binary Logistic Regression Models for
> which I would like to account for clustering at two levels. The option for clustering at one
> level is simply cluster(PATID) however I would like to also control for clustering at DOCID.
> Does anyone know if this is possible and what the syntax is for the command? Thank you.

You only need to cluster at the highest level. If you want something
more sophisticated, you could try -xtmelogit-, although it would be
considerably slower due to numeric integration it performs (and you
probably want something fast enough for your model selection
purposes). I hope you've read Harrell's (2001) Regression Modeling
Strategies tips and know what you are doing with all of this stepping
around.


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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