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st: nested effects in xtreg


From   [email protected] (Beth Reboussin)
To   [email protected]
Subject   st: nested effects in xtreg
Date   Mon, 14 Oct 2002 14:27:35 -0400

Is it possible to declare a nested effect as the random component in
xtreg in order to get the correct degrees of freedom when testing the
main effect of the nested factor.  Specifically, I have subjects nested
within a condition of an experiment, i.e. each level of factor B
(subjects) occurs with only one level of factor A (length of
experiment). I would like to be able to specify something like i(B|A)
for the random component.  Is there some way to do this directly or to
adjust the degrees of freedom?

Thanks.

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