On Wed, Apr 23, 2008 at 3:54 PM, Vivian Hoffmann <[email protected]> wrote:
> Is there an easy way to introduce clustering at multiple levels when using
> ivreg and ivtobit?
I doubt those commands would respond to any -svy- settings. Check with
-svyivreg- though. At any rate,...
> My two levels of clusters are village (vilid) and meteorological station
> (id). Villages are randomly sampled from the population of villages. There
> are 21 meteorological stations and I have matched one of these to each
> village by minimum distance.
... as you properly note below, you did not sample your stations, so
they do not belong to the design in any least way. All there is in
your design is clustering on villages (unless you had some
stratification there, and you should know better whether you had
different probabilities of selection leading to sampling weights). You
can model your met stations as fixed effects with dummy variables, or
you can post-stratify on them, although that is somewhat dubious a
solution. Why do you want to do anything with those stations, anyway?
> I tried to do 2-stage clustering using svyset <svyset id|| vilid> but got
> the error "Note: stage 1 is sampled with replacement, all further stages
> will be ignored".
>
> I checked the Stata FAQ and apparently the solution to this problem is to
> include a finite population correction for the highest level. But an FPC
> on the met stations doesn't make sense, since these are not sampled. In
> fact these are really more like strata (they cover mutually exclusive
> territory). However these are not true strata and I think it would be
> wrong to treat them as such.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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