Re: st: xtlogit and clustering

[Shehzad Ali <drshehzad_ali@yahoo.com>]

Thanks, Jeph. I was trying to use a generic example but I realise it wasnt the 
best example. So I apologise for this.

Actually, this is a pooled data analysis using two separate trials. The studies 
were pretty similar to each other in terms of how they were conducted, who was 
recruited and how the outcome was measured. However, I am wondering if the study 
identifier should be included as a covariate or as a cluster variable in the 
analysis. If later, what would be the best way of doing that in Stata? The third 
option is to assume this to be one large study, especially if the study 
identifier variable is not significant in the model.

Individuals were measured at multiple timepoints, so the panel variable was 
-id-. 


Again, apologies for using the wrong example earlier.

Many thanks,
Shehzad




----- Original Message ----
> From: Jeph Herrin <stata@spandrel.net>
> To: statalist@hsphsun2.harvard.edu
> Sent: Sun, 28 November, 2010 16:40:52
> Subject: Re: st: xtlogit and clustering
> 
> With only 2 schools you will certainly run into trouble trying model
> variance  between schools.
> 
> More generally, you can estimate 3-level logit models  with -xtmelogit-.
> 
> hth,
> Jeph
> 
> 
> On 11/27/2010 9:29 AM, Shehzad  Ali wrote:
> > Thanks, Maarten. That sounds like a good  idea.
> >
> > The option I was wondering may be:
> >
> > gllamm  y x1 x2, link(logit) fam(bin) i(school id)
> >
> > Here obviously the id  (the student id) is the panel variable and school is 
>the
> > higher level  cluster variable. I wonder if this would be a wise option or 
>should
> > I  stick to what you suggested? Also, following on from your advice, the  
>school
> > variable was not statistically significant when introduced as a  covariate. 
>Is
> > this an indication that I shouldn't worry about the school  level 
clustering?
> >
> > Thanks,
> >  Shehzad
> >
> >
> >
> >
> > ----- Original Message  ----
> >> From: Maarten buis<maartenbuis@yahoo.co.uk>
> >>  To: statalist@hsphsun2.harvard.edu
> >>  Sent: Fri, 26 November, 2010 15:56:38
> >> Subject: Re: st: xtlogit and  clustering
> >>
> >> --- On Fri, 26/11/10, Shehzad Ali  wrote:
> >>> If you have clustered data from  two schools with  repeated
> >>> observations for students at three time  points.  Is it
> >>> possible to use the -xtlogit- model and   specify  that
> >>> clustering occurs at the level of students  (the panel
> >>> data)  and  also at the level of schools  (two schools)?
> >>
> >> Why not just  include a dummy for  school? Two clusters
> >> seems to me way too few for anything  more  sophisticated.
> >>
> >> Hope this  helps,
> >>  Maarten
> >>
> >> --------------------------
> >> Maarten  L.  Buis
> >> Institut fuer Soziologie
> >> Universitaet  Tuebingen
> >> Wilhelmstrasse  36
> >> 72074  Tuebingen
> >> Germany
> >>
> >> http://www.maartenbuis.nl
> >>  --------------------------
> >>
> >>
> >>
> >>
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