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st: Residuals Covariance Structure in xtmixed on Survey Data


From   jeannot.la.case@free.fr
To   statalist@hsphsun2.harvard.edu
Subject   st: Residuals Covariance Structure in xtmixed on Survey Data
Date   Thu, 29 Mar 2012 10:32:02 +0200

Hello,

For classical multilevel model (MLM), written as y = Xb + Zu + e,
variance-covariance matrix for ?e? is ?s²R? and we may specify for R another
structure than I_n (independent : iid Gaussian with one common variance).
Why for MLM on survey data, R must be I_n ? If we try to put another structure
we get the following error message : observation-level weights not allowed with
correlated residual structures.

Is this  a problem of theory about survey data and MLM or a computational
problem ?

Regards,

JP

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