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Re: st: Clustered Standard Errors vs HLM for Small Sample Project


From   Fernando Furquim <[email protected]>
To   [email protected]
Subject   Re: st: Clustered Standard Errors vs HLM for Small Sample Project
Date   Mon, 18 Nov 2013 08:53:41 -0600

Hello,

Not sure we can provide much guidance without more specifics on the
analysis you want to do, but have you considered just using state
fixed effects? At least as a starting point.

Fernando Furquim

On Sun, Nov 17, 2013 at 8:06 PM,  <[email protected]> wrote:
> I'm using STATA 10 and I'm trying to figure out whether to use clustered standard errors or HLM.I have 233 observations from agencies located in 10 different states.
>
> The minimum number of observations I have from a state is 3 and the maximum number of observations I have is 108 with an average
> of 23.3. I'm not interested in state level differences, I'm only interested in results from the agency level and I want to account for the fact that there may be some state level effects.
>
> The literature I've read so far doesn't seem to point me in any definite direction. The literature seems to say that HLM works best on larger datasets, but it also seems to say that you need at least 20 clusters for either method to be effective. Does anyone have a suggestion for which of these two methods I should use, or at least what I should consider in making my choice? Is there some other method I should use?
>
> Thank you in advance for your consideration.
>
> MK
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