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st: xtmixed models of observations that are first nested and then crossed

From   Heather Schwartz <>
Subject   st: xtmixed models of observations that are first nested and then crossed
Date   Sat, 22 Nov 2008 17:08:34 -0500

I wish to estimate the effect of an educational treatment on student test
scores using the "xtmixed" command. I'm using panel data, so test scores
are nested within students, and the students are then crossed into (a)
neighborhoods and (b) schools. Neighborhoods are not perfectly nested
within schools, so this isn't a strictly nested-only model.

So level 1 of my model = test score at time t. Level 2 = student id. Level
3A = neighborhood id. Level 3B = school id.

I can't find examples in the "Multilevel & Longitudinal Modeling Using
Stata" of crossed *and* nested models that fits this mold. I don't think
the following code captures the fact that all of my test score observations
are first nested within students, and then those students are cross
assigned to neighborhoods & schools: "xtmixed Y X || _all:
R.neighborhood_id || _all: R.school_id || student_id:"

Any suggestions would be much appreciated!

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