Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Fwd: st: xtlogit with (clustered individuals and households)
From
Alfonso Sánchez-Peñalver <[email protected]>
To
Stata List <[email protected]>
Subject
Fwd: st: xtlogit with (clustered individuals and households)
Date
Mon, 27 Jan 2014 10:01:14 -0500
Hi again,
sorry I meant -xtmelogit- instead of -xtmixed- in my previous email.
Best,
Alfonso.
Begin forwarded message:
> From: Alfonso Sánchez-Peñalver <[email protected]>
> Subject: Re: st: xtlogit with (clustered individuals and households)
> Date: January 27, 2014 at 9:59:45 AM EST
> To: Stata List <[email protected]>
>
> Hola Marco,
>
> several options here. You can always bootstrap the errors, and cluster them in the bootstrap. That normally works.You can also use the -melogit- or -meqrlogit- commands (Stata 13) (-xtmixed- previous versions) to model the household effects as random effects. Let’s assume that the other effects you are modeling are the individual effects across time, so the command for random effects on both could be
>
> melogit depvar $indepvars || hhid: || individ:
>
> If you still want to model the individual effects as fixed effects you can always include the dummy variables for the individuals (dropping one to avoid the perfect collinearity with the constant):
>
> melogit depvar $indepvars $indivdummies || hhid:
>
> Notice that melogit does allow for clustering in the variance, but I believe it is better to model the effects than to just allow for clustering in the variance.
>
> I hope this is of use to you.
>
> Best,
>
> Alfonso
>
> On Jan 27, 2014, at 9:24 AM, Marco Albertini <[email protected]> wrote:
>
>> 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
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> *
>> * 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/
>
*
* 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/