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

From   "Laura R." <>
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.


2010/12/16 Stas Kolenikov <>:
> On Wed, Dec 15, 2010 at 6:48 AM, Laura R. <> 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
> Small print: I use this email account for mailing lists only.
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