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st: metareg

From   "Eduardo Leoni" <>
Subject   st: metareg
Date   Thu, 29 Jun 2006 10:05:17 -0400

You have two options:

a) modify the metareg command to allow the cluster option. It
shouldn't be too hard, given the facilities stata language has for
this type of situation. Maybe you will learn some valuable stata
skills in the process.

b) use the jackknife. It is easier to program (basically a loop), and
has the same basic properties of the cluster command. In my own
research I found it to have better small sample properties than the
cluster option, particularly when the number of clusters is small (say
20 or less.)

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