* Sociology 229:  Advanced Regression 2010
* Evan Schofer
* Thanks to Xinxiang Chen, who created the original datafile and example


* Open the datafile

use "C:\Users\schofer\Documents\Classes\Soc 229 Adv Reg\Assignment 5 Multilevel.dta", clear

* OLS
regress math female white ses

* OLS with robust standard errors adjusted for clustering by school
regress math female white ses, vce(cluster schoolid)

* Between regression (aggregate analysis at school level)
xtreg math female white ses, i(schoolid) be
* Within regression (fixed effects)
xtreg math female white ses, i(schoolid) fe
* Random intercept model (Note: could also estimate via option "mle")
xtreg math female white ses, i(schoolid) re
xtreg math female white ses, i(schoolid) mle

* Hausman test
xtreg math female white ses, i(schoolid) fe
estimates store fixed
xtreg math female white ses, i(schoolid) re
estimates store random
hausman fixed random

* Include school mean SES to model group and individual-level effect
xtreg math female white ses meanses schoolsize, i(schoolid) fe
xtreg math female white ses meanses schoolsize, i(schoolid) re

* Look at time spent on homework
xtreg math female white ses meanses homework schoolsize, i(schoolid) re

* Allow random slope for meanSES
xtmixed math female white ses meanses homework schoolsize|| schoolid: meanses, mle cov(unstr)