Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: 'nonest' option in 'xtreg'


From   <S.Ha@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: 'nonest' option in 'xtreg'
Date   Thu, 7 Jul 2011 17:20:36 +0100

Dear Statalist
 
My panel is an individual person and I am trying to cluster individuals by their household. A simple specification would look like
 
xtset  individual year, yearly
xtreg  x y, cluster(household)
 
However, I have an error message of "panels are not nested within clusters". With some examination through Statalist, I realised that my panels (individuals) are not in the same cluster (household) all the time (because individuals move in and out of households over time). Then, I've found that 'nonest' option somehow helps not receiving the same error. Though I wanted to find out more about this option, the information online seems limited. So, I'd like to ask you (1) what 'nonest' option does and (2) whether it is a right cure in my case. 
 
Sejeong. 

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index