st: Shared Frailty including Level 2 variables

[Lee Panas <lpanas@brandeis.edu>]

I am trying to do hierarchical linear modeling in survival analysis and 
I have gathered from the archives that this can be done in STATA using 
STCOX and shared. What I want to know is how to include level-2 or group 
variables in the model.

I have a sample of about 8,000 patients served in about 100 substance 
abuse facilities. The dependent variable is time to arrest (TIMEARR) 
after treatment

The primary independent variable is Engagement or ENGAGE. ENGAGE=1 if 
the patient received three services in the first 45 days of treatment. 
ENGAGE=0 otherwise. Co-variates include prior criminal justice 
involvement (PRIORCJ 0/1), FEMALE (0/1) and about 20 others.

I want to control for clustering within facilty and to also estimate the 
effect of facility-level variables such as facility size (FACSIZE) and 
facility engagement rate (PCTENGAGE). I have controlled for clustering 
using the SHARED command:

stset timearr, failure(arrested)
stcox engage pctengage priorcj female , shared(facility)

Is this correct?  Do I need to indicate somehow that PCTENGAGE is a 
level-2 variables or does STATA know this from the shared statement and 
the fact that PCTENGAGE is constant within facility?

Thanks,

Lee
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