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Re: st: estimated dependent variable with xtmixed


From   Alexandru Cojocaru <scojocaru@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estimated dependent variable with xtmixed
Date   Fri, 21 Jun 2013 09:21:06 -0400

Thanks, Jeph! Will try to look for friends with HLM connections.

cheers,
Sandu

On Thu, Jun 20, 2013 at 8:33 PM, Jeph Herrin <stata@spandrel.net> wrote:
> Unfortunately, xtmixed does not support these kind of weights. This model is
> called "V-known" and the only way I have found to estimate it is to use the
> software package HLM. I have heard that this model is equivalent to putting
> SE(Y) in the model as a covariate, but I haven't been able to convince
> myself of that.
>
> hth,
> Jeph
>
>
>
> On 6/20/2013 5:17 PM, Alexandru Cojocaru wrote:
>>
>> I would like to estimate a model of the following form:
>>
>> Y_ij=X_ij*b+u_i+e_ij,
>> where Y_ij is the municipal poverty rate (from a household survey)
>> X_ij are municipal characteristics (from a population Census)
>> u_i are the region level random effects (municipalities are nested
>> within regions).
>>
>> With xtmixed, this would look like: xtmixed mun_pov X_ij || region:
>> Since municipal poverty rates are sample estimates, they have
>> corresponding sampling variances. How would one properly incorporate
>> this uncertainty into the xtmixed setup?
>>
>> Any advice would be much appreciated.
>>
>> cheers,
>> Sandu
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