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st: xtmixed crossed random effects with covariables measured at differnt levels


From   Richard Palmer-Jones <rpjstatalist@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtmixed crossed random effects with covariables measured at differnt levels
Date   Tue, 26 Jun 2012 11:09:50 +0100

Dear Readers

We have data on individuals for three years in villages in states.
Some variables are measured a individual, and some at village level. I
want to fit a crossed random effects model. Is it "right" to fit:

global villagevars .......
global individualvars .....

xtmixed depvar $individvars $villagevars || stateid: ||
villageid:$villagevars || _all:R.year || individualid:$individualvars

?

There are many more individuals than years so I fit "_all_R.year
....|| individualid: ....." rather than _"all:R.individualid .. ||
year: .... ."

Thanks for your advice


Richard
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