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Re: st: XTReg re/mle clustered & weighted models


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: XTReg re/mle clustered & weighted models
Date   Mon, 20 Dec 2010 12:16:20 -0600

You can estimate these models with all the features you need using
-gllamm-. Type

ssc install gllamm

to download it; look at the website (http://www.gllamm.org) for
specific examples. It wouldn't be too difficult in your case, although
generally -gllamm- syntax can be challenging.

On Mon, Dec 20, 2010 at 9:22 AM, Castle, Melissa H <mhc14@pitt.edu> wrote:
> Hi,
>
> This is my first time posting to the list ­ Iąve checked out the FAQs and
> archives, and haven't been able to figure out the answer to my question.
> Sorry if itąs basic ­ Iąm learning.
>
> So, Iąm 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***
> * Iąm 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.
> * Iąm 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
>
>
> *
> *   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/
>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
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