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Re: st: HLM and SUR


From   KOTa <kota.alba@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: HLM and SUR
Date   Mon, 26 Nov 2012 14:31:25 +0200

thanks. is it the only way?

in my case it's not really feasible, as i have both lots and various
number of observations within each cluster/group by which i split data
for HLM. so reshaping into wide is problematic.

how problematic (in terms of using the results of such analysis) would
be to use .sureg and simple linear regression instead of xtmixed for
such data?
i mean would those results be "correct" ?


regards,

C.


On Mon, Nov 26, 2012 at 2:09 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Mon, Nov 26, 2012 at 12:36 PM, Constantin Alba wrote:
>> is it possible to use SUR (seemingly unrelated regression) with HLM models?
>>
>> i have to 2 HLM models that i run separately where independent variables
>> are same, and DV are different. Is there a way to run SUR while keeping HLM
>> models intact?
>
> Both SUR and HLM can be seen as special cases of a SEM (see:
> <http://blog.stata.com/2011/09/28/multilevel-random-effects-in-xtmixed-and-sem-the-long-and-wide-of-it/>),
> so you can probably, with quite a bit of creative data preparation and
> modeling, estimate such a model using -sem-.
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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