st: Instrumental Variables approach using -xt- for three-level growth model

[David Torres <writeon4truth2@msn.com>]

Hey, all,

I would like to utilize the instrumental variables approach with hierarchical data that has repeated measures (five) of students nested within schools.  I'd prefer to do this in HLM7, but I'm not sure if the program allows for this more complex model setup.  Anyway, I know Stata has the -xtivreg- command.  Is there something similar for mixed effects models, i.e., -xtivmixed- perhaps?  If not, how can I accomplish my aim using what's available in Stata.  (I do have the Rabe-Hesketh & Skrondal texts.)

I am instrumenting for the likelihood of parents exercising choice to send their children to a school outside the zoned school area.  Obviously, self-selection is an issue here, but proxies that might explain the likelihood of choice are, and this list is by no means exhaustive, number of older children in the household, maternal education, or percent of persons over 18 with a bachelor's degree...or something like that.  HELP.

David Torres 		 	   		  
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