I'm trying to run a two-level model (students nested within schools) using xtreg. The dataset comes with 62 jackknife weights and I was wondering whether I could somehow use those. So rather than having a command that looked like this:
jknife "xtreg depvar var1 var2 var3, re i(studentid)" _b _se, cluster(schoolid)
I might have something that looks like this:
jkrweight(srwt*, multiplier(1))] vce(jackknife) mse jknife "xtreg depvar var1 var2 var3, re i(studentid)" _b _se, cluster(schoolid)
Where srwt* indicates the jackknife weights 1-62 with multiplier(1) indicating a jknife 2 (as opposed to the default 1).
I've tried it of course and I keep getting an error term about the use of "cluster" but nothing else. What am I doing wrong?
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