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st: XTReg re/mle clustered & weighted models


From   "Castle, Melissa H" <mhc14@pitt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: XTReg re/mle clustered & weighted models
Date   Mon, 20 Dec 2010 10:22:55 -0500

Hi,

This is my first time posting to the list ­ I¹ve checked out the FAQs and
archives, and haven't been able to figure out the answer to my question.
Sorry if it¹s basic ­ I¹m learning.

So, I¹m trying to figure out how to run weighted, clustered regressions that
vary randomly across children (random effects regressions) using panel data.
Is it possible to do this using STATA?  Or do I really need to be doing this
kind of modeling in HLM?

***A little bit about my data***
* I¹m using the ECLS-K, a large, longitudinal, nationally representative
dataset (n=21,000).  I use a weight to ensure that the data remains
nationally representative once accounting for attrition from Kindergarten
through 3rd grade. 
* I¹m also analyzing children who are clustered in schools, so need to
account for this nesting.

More specifically, here is what will and will not run:

***THESE MODELS WILL NOT RUN***
xtreg [outcome] [varnames] [iweight=c245cw0], vce(cluster schoolid) re
i(c_id)
ERROR MESSAGE: Weights not valid with re command

xtreg [outcome] [varnames] [iweight=c245cw0], vce(cluster schoolid) mle
i(c_id)
ERROR MESSAGE: vce command CLUSTER not valid with mle command ­ only oim,
bootstrap, & jackknife

***THESE MODELS WILL RUN***
xtreg [outcome] [varnames] [iweight=c245cw0], mle i(c_id)
Xtreg [outcome] [varnames], vce(cluster schoolid) re i(c_id)

Do any of you have a suggestion?

Thanks so much,

Melissa 

-------
Melissa H. Castle
Doctoral Student, Clinical Psychology
University of Pittsburgh


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