Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: multi-way clustering in stcox
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: multi-way clustering in stcox
Date
Mon, 21 Mar 2011 14:02:54 -0400
Herbert Schuetze <[email protected]>:
Are individuals nested within states? And do you have 50 or so states?
If so, just cluster on state--the clustering on id comes for free.
On Mon, Mar 21, 2011 at 1:55 PM, Herbert Schuetze <[email protected]> wrote:
> Hi all,
>
> I am attempting to estimate a competing risks model in a Cox proportional hazard setting, similar to that suggested by Lunn and McNeil (1995). The problem I am encountering is that the procedure proposed by Lunn and McNeil requires one to utilize robust standard errors clustered on individual id numbers. At the same time, my data are generated such that I also need to cluster on State. The variable of interest is EI benefit levels similar to Chetty (2008 JPE). Cameron, Gelbach and Miller (2006) suggest a method for non-nested multi-way clustering in simple OLS, logit and probit models.
>
> Has anyone applied this methodology in an stcox setting?
>
> Is there another approach that I am unaware of?
>
> Thanks,
>
> Herb
*
* 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/