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Re: st: Generating clustered data

From   Neil Shephard <>
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 <> 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
for R ( which may be of some use.


“Truth in science can be defined as the working hypothesis best suited
to open the way to the next better one.” - Konrad Lorenz

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