TWOSTEP: Stata module to perform twostep multilevel analysis

Ulrich Kohler and Johannes Giesecke ()
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Johannes Giesecke: Humboldt University Berlin

Statistical Software Components from Boston College Department of Economics

Abstract: twostep is a bundle of programs to ease multilevel analyses with the twostep approach. The twostep approach to mulitlevel analysis means to separately estimate a parameter of interest in a unit level data set (e.g. individuals) for all categories of a cluster level variable (e.g. countries, states, schools, etc.). The twostep approach is sometimes seen as superior to the more standard one-step approach (see mixed) if the numbers of observation on the second level becomes small (see Achen 2005). Additionally, two-step mulitlevel analysis may be used for checking the model assumptions of the one-step approach, or for exploratory data analysis of multilevel data.

Language: Stata
Requires: Stata version 16 and labutil from SSC (q.v.)
Keywords: twostep; estimation; graphics (search for similar items in EconPapers)
Date: 2021-11-30, Revised 2024-08-05
Note: This module should be installed from within Stata by typing "ssc install twostep". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/twostep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twostep.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/eqls_4x.dta sample data file (application/x-stata)

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