[R] cluster option in stata for random intercept model in the R language?

[David Winsemius]

On Oct 15, 2013, at 3:32 AM, Martin Batholdy wrote:

> 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?

http://www.stata.com/statalist/


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David Winsemius, MD
Alameda, CA, USA