Sveta,
> I am working with a large three-dimensional panel data and I need to
> run a three-nested unbalanced error component model. Are there any
> special commands in Stata that would allow running this model? On the
> FAQ I have found a relatively similar question posted on the 21st of
> Oct 2003, but without any answer.
My knee-jerk reaction to the questions related to multiple error component
models is to check out -gllamm-. Of course you can have something as basic
as -reg ..., cluster()- to begin with... and it will get you at least some
reasonably good point estimates and standard errors. -gllamm- help files /
manuals / the book will give you examples of the three level nested models
of the type "student-class-school".
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- [email protected]
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