regressing macro variables on a micro dependent variable

[Mosi Fagbemide]

Good day, please assist.

is there a command to regress a set of macro variables on micro variables?

I have attached an example of 2 datasets (1 micro-individual level data and 1 macro-country level data). using my sample, an example of what I intend to achieve is this:

Income=a + bX + cD + e where X= individual level characteristics and D = country level indicators

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is it sensible to merge both datasets? if I do the macro variables are assigned to each individual and appear to be micro.

is it sensible to aggregate the micro data? variables like gender cannot be aggregated

Thank you

[Nick Cox]

Please do read the FAQ Advice as requested of all posters. Spreadsheet attachments are not a good idea.

[Mosi Fagbemide]

please see preferred format.

I apologise.

[Christian Otchia]

You don't have to aggregate the micro data. Instead, you should assign the macro variables to the micro and do multilevel analysis. Or, you can also simply estimate your model as it is written, with the option cluster(country).

[Mosi Fagbemide]

Hi Christian,

thank you. I will try the cluster(country) option. I did try the multilevel, I would post the multilevel Stata command for correction.