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Re: st: question about sample selection and hierarchical linear modelling

From   Jeph Herrin <[email protected]>
To   [email protected]
Subject   Re: st: question about sample selection and hierarchical linear modelling
Date   Tue, 09 Sep 2008 15:33:57 -0400

To estimate the model, you can try:

 xtmixed rating demo1 || respondentID:

where -rating- contains your rating, -demo1- is your demographic
variable, and respondent ID identifies the respondent. I use
only one demographic variable, because with only 10 respondents
that's probably the max you'll want to include.

I'm not sure how or even if you can examine sample selection bias
unless you have some exogenous variable in mind.

Hope this helps,

Ed Levitas wrote:

We are trying to estimate a hierarchical linear model with 2 levels.
The data might be subject to sample selection bias. Specifically,
please assume the following:

We give 10 respondents a description of 20 different scenarios (i.e.,
respondent 1 receives a description of the 20 different scenarios,
respondent 2 receives the same descriptions of the 20 different
scenarios etc). Respondents have to rate the feasibility of each of the
20 scenarios. There rating is an outcome variable and based on the
descriptions give, we have produced predictor variables. We also have
demongraphic data on the respondents that does not vary across them. As
such we have 10 observations at the fixed (or respondent) level and 200
observations at the random (or scenario) level. We need to assess the
possibility of sample selection bias in our HLM since our 10 respondents
are drawn from a population where many of the members did not have the
experience necessary to engage in our survey.

Can anyone suggest ways/citations that might help us estimate in STATA
this HLM model with (possible) sample selection bias?

Thanks in advance.

Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI 53211
ph: (414) 229-6825
fx: (414) 229-6957

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