Nested ANOVA

[Jovana Cadenovic]

Dear Stats,

I am trying to run a nested anova on my sample of firms. I want to model nested structure firm-year nested in firms, firms nested in industries and industries nested in regions. I want to compare the results with HLM where I used mixed. I tried the first three-level:

anova industry / firm_id | industry/, dropemptycells


However, I always get some errors (invalid use of /; invalid interaction specification; '|' requires a factor variable on each side...)
and no output.

I have an id for firms, 4 digit industry codes for an industry and a name of a regions which I decoded to be long.

Thank you in advance!

Best
Jovana

[Carlo Lazzaro]

Jovana:
see Joseph Coveney 's posts on this (and many other) topic(s).

[Joseph Coveney]

I want to compare the results with HLM where I used mixed.

If you're comparing Stata to HLM, then I recommend that you use mixed in Stata, too.

It's unlikely that you'll have the balance in the dataset needed for ANOVA, anyway.