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Re: st: Simultaneously accounting for clustering at two different levels with vce(cluster) option


From   Padmakumar Sivadasan <pmathru2@illinois.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Simultaneously accounting for clustering at two different levels with vce(cluster) option
Date   Tue, 9 Mar 2010 14:32:23 -0600

You may want to look at  Judson Caskey's website given below.  Here you can
get an ado file that allows for two way clustering in logit and other
models.

http://personal.anderson.ucla.edu/judson.caskey/data.html

<http://personal.anderson.ucla.edu/judson.caskey/data.html>Padmakumar

On Tue, Mar 9, 2010 at 1:40 PM, Lily Yor <lilyyor1@gmail.com> wrote:

> Hi, I have data that is clustered at two different levels -- i.e., I have
> data at classroom level and at school level.  I need to account for these
> two sets of intraclass clustering, but the clusters at each level are too
> few to run a formal multi-level model (for example, there are only 8
> schools
> in my data).  Thus, I would like to run a logistic regression model (my
> dependent variable is binary -- whether a student has passed a certain test
> or not) and adjust the standard errors by using vce(cluster) option, but
> there doesn't seem to be a way to simultaneously, in a single model,
> account
> for clustering at both levels (i.e., classroom level and school level).
>
> The way I have approached this problem thusfar is to run the logistic
> regression model with vce(cluster) option applied to account for classroom
> clustering, and then include school dummies in the same model, but this
> does
> not seem to be a satisfactory solution:
>
>  logit [dep var] [ind_var1] [ind_var2] [ind_var3] [school2] [school3]
> [school4] [school5] [school6] [school7] [school8], vce(cluster
> classroom_id)
>
> If you have any tips and suggestions on how I could use the vce(cluster)
> option to account for both classroom and school clustering, I would very
> much appreciate your help.
>
> Thank you so much.
>
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