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st: Generating clustered data

From   John Antonakis <>
Subject   st: Generating clustered data
Date   Mon, 16 May 2011 18:17:24 +0200


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


Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

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