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st: RE: cluster option and random effects

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: cluster option and random effects
Date   Sat, 2 Jan 2010 17:16:27 +0100


If all you want is a random _intercept_, you should of course look at
-xtreg, re-, which does allow a -cluster()- option. 


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Dimitrije Tišma
Sent: Samstag, 2. Januar 2010 16:29
To: [email protected]
Subject: st: cluster option and random effects

Hi Statalisters,

I have a very short yet possibly tough question. I need to estimate a
random intercept model using data with not entirely independent
observations within households. Basically, I would like to know what
possibilities there are in Stata to estimate random effects when using
cluster( ) option. I have already used -gllamm-, but the coefficients
of duration dependence variables do not the way I would expect them
to. So, I wanted to ask if there are there any alternatives to
-gllamm- (which I like and use a lot, but I really need to be
comfortable about my results and want to do double check)? Happy new
year to all, Dimitrije.
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