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st: xtprobit clustered standard errors or gllamm


From   "Petra Nieken" <petra.nieken@uni-bonn.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtprobit clustered standard errors or gllamm
Date   Mon, 20 Aug 2012 15:01:08 +0200

Dear all,

I use Stata 11 SE and I am looking for a way to estimate a xtprobit model
with clustered standard errors.

I have data from 180 subjects who are divided into 60 independent groups but
the subjects within one group interact with each other. The dataset contains
five periods but each subject occurs only two or three times within the five
periods.
My dependent variable is binary and a referee has asked for a random effects
probit model with clustered standard errors on group level to control for
individual subject effects, time and  the potential correlation of errors
within a group. 


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