Back on the double clustering: the command is -creg-, which I should have downloaded somewhere around from http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se
However, I am not sure it is panel command. Have a look at http://www.nber.org/papers/T0327 too
Nicola
At 02.33 01/06/2008 -0400, Jeph Herrin wrote:
>See -xtmixed- and -xtmelogit-.
>
>[email protected] wrote:
>> Hello
>>
>>
>> I am running country-by-country regressions on a sample of students, that are
>> clustered in schools. I cluster at the school level. Now, if I want to pool
>> the countries, I still need to take school cluster into account, but I would
>> like to also cluster at the country level. I know that stata allows double
>> stage sampling in svy, but I don't think it is correct to consider the
>> country as the psu (and the school would be the ssu), because a country is
>> not a sampling unit since it is sampled with certainty.
>> I remember having noticed in some old statalist archive that there is a
>> user-written double clustering option available (ideally one would want to
>> explicit the robust cluster option followed by 2 variables). does anybody has
>> a clue on it? What would you suggest to do? (not considering gllam modeling
>> since my programs are far too long and heavy and would not run in a gllam
>> configuration).
>>
>> Many thanks :)
>>
>> orsetta
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