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Re: st: RE: cluster option and random effects


From   Shige Song <[email protected]>
To   [email protected]
Subject   Re: st: RE: cluster option and random effects
Date   Sat, 2 Jan 2010 12:01:27 -0500

Then xtmelogit is probably what you want to try. Also, it may make
sense to replicate your results using other packages such as MLwin and
R (lme4), if your primary concern is that GLLAMM might have given you
inaccurate numerical results.

Shige

2010/1/2 Dimitrije Tišma <[email protected]>:
> I am sorry for not having been precise enough. What I would normally
> need is -xtlogit-, not xtreg. And, if I am not wrong, -xtlogit- won't
> allow me to cluster individuals on a higher level (households, in this
> case). Best, Dimitrije.
>
>
>
>
> 2010/1/2 Martin Weiss <[email protected]>:
>>
>> <>
>>
>> If all you want is a random _intercept_, you should of course look at
>> -xtreg, re-, which does allow a -cluster()- option.
>>
>>
>> HTH
>> Martin
>>
>> -----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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>
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