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| From | FredWan <f.wandschneider@uea.ac.uk> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: vce(cluster group) or GLLAMM? |
| Date | Thu, 11 Jul 2013 06:56:56 -0700 (PDT) |
Dear fellow STATAlist members, I am trying to build a dynamic probit model with RE clustered on group level. My data: I have experimental data from 177 subjects, which play a repeated game in a fixed matching with two other subjects (59 groups of three). What I want: I want a dynamic probit on a binary decision - but need to control for correlations between observations of subjects in the same group. Random-effects should be introduced on the subject (level2) and group level (level3). As far as I am aware, xtlogit does not allow the vce(cluster group) option, so I have been looking into GLLAMM. xi: gllamm y y_1 i.treatment xxx , i(id group_index) link(logit) family(bin) adapt seems to work, though I am a bit reluctant to use a method in a paper, if I am not 99.9% sure it is correctly specified :) Is there an alternative to using GLLAMM, but does something similiar to xtprobit vce(cluster group)? If I use the last periods group average of decision y in xtprobit, which should be sufficient to control for the effect the group had? Many thanks! Fred -- View this message in context: http://statalist.1588530.n2.nabble.com/vce-cluster-group-or-GLLAMM-tp7580395.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/