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st: Generating clustered data


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generating clustered data
Date   Mon, 16 May 2011 18:17:24 +0200

Hi:

Would anyone have a code to generate data (panel) that is clustered and where the conditional variance depends on a cluster-level shock?

Best,
J.
--
__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
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