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st: tests with xtmixed and small number of groups


From   Alan Acock <acock@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: tests with xtmixed and small number of groups
Date   Sun, 19 Feb 2012 14:03:20 -0800

Maas & Hox, Sufficient Sample Sizes for Multilevel Modeling, Methodology (2005); Vol. 1: 86-92,
DOI 10.1027/1614-1881.1.3.86 conclude:

"Since the estimates of the regression coefficients are unbiased, even if the sample is as small as 10 groups of five units, bootstrapping or other simulation-based methods may also be useful to assess the sampling variablity, provided we are interested only in the regression coefficients."

Stata's xt commands report z-tests which obviously assume a large number of groups.I've seen people use number of groups - 1 degrees of freedom and compare these z-tests scores to the t distribution for groups- 1 degrees of freedom. How can we get unbiased standard errors and t-tests with a small number of groups? Is there some other better way?

I have 14 schools with roughly 100 students from each school

Alan Acock
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