Dear R-list, I am currently working on a dataset with a colleague who uses stata. We fit a random intercept model to the data (decisions clustered in participants) and get closely the same results in stata (using xtreg re) and R (using the lme4 or multilevel package).
Now in stata, there is an additional option for the regression to control for clustering; the vce(cluster clustvar) option, which changes the standard errors quite a bit. (see http://www.stata.com/support/faqs/statistics/standard-errors-and-vce-cluster-option/ or http://www.stata.com/manuals13/xtxtreg.pdf). Unfortunately I don't understand what this 'correction' does and why it yields different results. First I thought it would control for autocorrelations over time (decisions), but if I model this directly with a random-intercept random-slope model, I don't get nearly the same results. Can someone help me understand what stata is doing here? And what would be the equivalent in R to get similar results? thanks! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
