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Dear fellow STATAlist members,
I am trying to build a dynamic probit model with RE clustered on group level.
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?