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Re: st: Generating clustered data
From
Neil Shephard <[email protected]>
To
[email protected]
Subject
Re: st: Generating clustered data
Date
Mon, 16 May 2011 17:25:00 +0100
On Mon, May 16, 2011 at 5:17 PM, John Antonakis <[email protected]> wrote:
> Hi:
>
> Would anyone have a code to generate data (panel) that is clustered and
> where the conditional variance depends on a cluster-level shock?
Its not a Stata solution, but I've been looking at generating
clustered data and have opted to use the genCluster package
(http://cran.r-project.org/web/packages/clusterGeneration/index.html)
for R (http://www.r-project.org) which may be of some use.
Neil
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