st: Stata hlm does not produce mdm file

[Jun Xu <mystata@hotmail.com>]

Dear statalisters,

I am trying to use hlm (the Stata ado file written by Sean F. Reardon at Stanford) in Stata to run HLM.  See part of my codes below: cntnew is the country id, and individuals are nested within countries.  `depvar' is a macro for a dependent variable, and `lev1' and `lev2' are two macro's for level 1 and level 2 variables.  What I noticed in my file directory after running hlm mkmdm is that a mdmt (multivariate data matrix template) was produced, but not the mdm file.  I am using HLM6.08 and Stata11.2.  Also before running the hlm suite of commands, I merged individual level and country level data, and then sorted by the country id, cntnew.  I also dropped level-2 missing.  These two are considered to be some common causes of failure to produce mdm files.  But I don't have any problem running HLM (models) in HLM (the software) following the right procedures.  I think I might have missed something....Any insight will be greatly appreciated.

**************************************************
. hlm mkmdm using prgm\mdm00, id2(cntnew) ///
> l1(     `depvar' `lev1') /// 
> l2(     `lev2'  ) ///
> miss(now) norun replace
(note: file prgm\mdm00.dta not found)
file prgm\mdm00.dta saved

. 
. 
. hlm mdmset prgm\mdm00
file prgm\mdm00.mdm not found


. which hlm
C:\....\Stata11\ado\plus\h\hlm.ado
*! version 2.0, sean f. reardon, 30dec2005

***************************************************

Jun Xu, PhD
Department of Sociology
Ball State University
Muncie, IN 46037
 		 	   		  
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