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st: double clustering

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Subject   st: double clustering
Date   Fri, 30 May 2008 16:13:41 +0200


I am running country-by-country regressions on a sample of students, that are
clustered in schools. I cluster at the school level. Now, if I want to pool
the countries, I still need to take school cluster into account, but I would
like to also cluster at the country level. I know that stata allows double
stage sampling in svy, but I don't think it is correct to consider the
country as the psu (and the school would be the ssu), because a country is
not a sampling unit since it is sampled with certainty. 
I remember having noticed in some old statalist archive that there is a
user-written double clustering option available (ideally one would want to
explicit the robust cluster option followed by 2 variables). does anybody has
a clue on it? What would you suggest to do? (not considering gllam modeling
since my programs are far too long and heavy and would not run in a gllam

Many thanks :)


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