st: vce(cluster ID) or collapse?

[Andrea Bennett <mac.stata@gmail.com>]

Dear Statalisters,

I have a data set on the individual level containing knowledge answers  
related to multiple topics, e.g.

ID1 age education answer (on topic1) interest
ID1 age education answer (on topic2) interest
ID2 age education answer (on topic3) interest
ID2 age education answer (on topic4) interest
ID3 age education answer (on topic1) interest
ID3 age education answer (on topic2) interest

In the first scenario, the answers (dependent variable) are explained  
by multiple other independent variables, e.g. the probability to  
correctly answer knowledge related questions for multiple topics is  
explained (while it is not the case that every individual has to  
answer questions related to the very same topics; I include topic  
specific dummies here).
However, when I switch to another scenario where I use a dependent  
variable which does not vary on the individual level (e.g. "general  
interest in politics" in the above example), would I then have to - 
collapse- the data set -by(ID)- or would it still be o.k. to use the - 
vce(cluster ID)- option in the regression? I think I should collapse  
the data set here. However, there might be situations where I would  
like to explain -interest- by data related to the different topics,  
which would then be completely impossible.

I might quite generally be a little confused applying the -vce-  
option. E.g. when I merge regional data into the above data set (which  
is on the individual level), would I then principally have to cluster  
on these regional levels (e.g. states), too? AFAIK, I could use - 
gllamm- to cluster on multiple levels when using logti/probit which is  
the case here.

Any clarification on this issue would greatly help my understanding!

Kind regards,

Andrea

P.S. if there is a possibility to collapse all variables except the  
one specified, that would make applying the -collapse- command a lot  
easier to handle since I got about 20 something independent variables.  
I understand I cannot use -collapse _all, by(ID)-.



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