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st: xtlogit with (clustered individuals and households)
From
Marco Albertini <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: xtlogit with (clustered individuals and households)
Date
Mon, 27 Jan 2014 14:24:33 +0000
Dear Statalist members,
I am using
xtlogit depvar indepvar [w=weight], re/fe
to estimate re/fe logit models on panel data of individuals.
The problem: individuals included in the sample are not independent observations. As a matter of fact, all individuals living within the same household (in each wave of the survey) have been interviewed. I would need to take this into account when calculating the standard errors.
However xtlogit does not allow for vce(cluster household_id)
Any idea how can I solve this?
regards
marco
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