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Re: st: xtlogit and clustering


From   Shehzad Ali <[email protected]>
To   [email protected]
Subject   Re: st: xtlogit and clustering
Date   Sat, 27 Nov 2010 14:29:51 +0000 (GMT)

Thanks, Maarten. That sounds like a good idea.

The option I was wondering may be:

gllamm y x1 x2, link(logit) fam(bin) i(school id)

Here obviously the id (the student id) is the panel variable and school is the 
higher level cluster variable. I wonder if this would be a wise option or should 
I stick to what you suggested? Also, following on from your advice, the school 
variable was not statistically significant when introduced as a covariate. Is 
this an indication that I shouldn't worry about the school level clustering?

Thanks,
Shehzad




----- Original Message ----
> From: Maarten buis <[email protected]>
> To: [email protected]
> Sent: Fri, 26 November, 2010 15:56:38
> Subject: Re: st: xtlogit and clustering
> 
> --- On Fri, 26/11/10, Shehzad Ali wrote:
> > If you have clustered data from  two schools with repeated
> > observations for students at three time  points. Is it
> > possible to use the -xtlogit- model and  specify  that
> > clustering occurs at the level of students (the panel
> > data)  and  also at the level of schools (two schools)?
> 
> Why not just  include a dummy for school? Two clusters
> seems to me way too few for anything  more sophisticated.
> 
> Hope this  helps,
> Maarten
> 
> --------------------------
> Maarten L.  Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse  36
> 72074 Tuebingen
> Germany
> 
> http://www.maartenbuis.nl
> --------------------------
> 
> 
>        
> 
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