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From |
"Laura R." <laura.roh@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: comparing policies across countries: multilevel estimation? |

Date |
Thu, 16 Dec 2010 09:27:53 +0100 |

Thank you very much for your suggestions. To be precise, with multilevel models I mean models that are based on individual data, but some individuals share some variables because they belong to the same kind of group. In my case, for example, I have data from several countries, so the individuals from one country (one group) have the same variable for certain national policies. I thought maybe one has to treat them differently than the other variables, as this is what multilevel models do, as far as I have heard. As to the selection, I would like to estimate the selection into employment and then the wages. I am a little confused, I'll probably find out some more about -gllamm-, as I have not read much about this method yet. Laura 2010/12/16 Stas Kolenikov <skolenik@gmail.com>: > On Wed, Dec 15, 2010 at 6:48 AM, Laura R. <laura.roh@googlemail.com> wrote: >> Dear Stata users, >> >> my question is whether I have to use multilevel models or not for my >> estimations. >> >> I have panel data with individual data, and I added some variables on >> the country level, e.g. the unemployment rate and some dummies for >> different policies. Several countries may have the same policies or >> not. >> >> As my aim is the estimation of the impact of these policies on the >> dependent variable, I wonder if I have to estimate multilevel models >> or not. As I have understood it, in multilevel models you cluster >> groups of individuals, e.g. by country. > > Not quite. As Austin said, you need to clarify what you mean by > "multilevel models", as these terms might mean different things to > different people. What is the discipline that you work in? Are there > publications in your discipline that use multilevel models? In what > way do they use them? What have you read on multilevel models? > >> But, as my aim is to find out >> about differences on the policies on the country level, wouldn't the >> clustering by country somehow cancel out (i.e. abolish) differences in >> the policies between the countries? > > Depends on what exactly you will end up doing. I wouldn't really > expect this to happen. > >> If I had to use multilevel models, are they also appropriate for a >> two-stage selection process? If so, I would have to use -xtmelogit- in >> the first step and -xtmixed- in the second step, wouldn't I? > > What is your selection based on? If you really want to model a > multilevel selection process (which frankly I have never seen done, > although I can imagine in might make sense in some applications), you > would probably have to use -gllamm- for simultaneous estimation of > both the selection and the main equation at multiple levels. > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: comparing policies across countries: multilevel estimation?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**st: comparing policies across countries: multilevel estimation?***From:*"Laura R." <laura.roh@googlemail.com>

**Re: st: comparing policies across countries: multilevel estimation?***From:*Stas Kolenikov <skolenik@gmail.com>

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