How can I fit a random effects model with a nested (hierarchical) structure in Stata? I have measurements on children within households within PSUs, and want estimates (sorry, "predictions") of the random effects for households and PSUs. Quite a large data set (6000 children, several hundred PSUs).
I can do this in Splus (lme, random.effects) but need to be able to do it in Stata. Any suggestions. Geoff
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