Joseph Stalin's daughter Svetlana Alliluyeva, who returned to the Soviet Union more than a week ago, has been staying in a Moscow hotel used by the government for visiting official delegations.

Alliluyeva, 58, was seen twice this week by western correspondents as she was leaving the pink stucco Sovietskaya hotel with her daughter Olga, 13.

Approached by a reporter today, she said, "I have no comment," and hurried into a waiting black car. She was accompanied by two men in plainclothes who edged the reporter out of the way.

Alliluyeva's return to Moscow 17 years after she defected to the West was confirmed Nov. 2 by the Soviet news agency Tass, which said she and her daughter had been given Soviet citizenship.

It was an unusual gesture toward a woman who in 1967 burned her Soviet passport "in answer to lies and calumnies."

Alliluyeva has made no public statements since her arrival here.

The fact that Alliluyeva and her daughter were staying in the Sovietskaya indicates that they are guests of the government until she settles into a more permanent home. The hotel, with high ceilings and wide staircases, is one of the most elegant in Moscow.

The hotel administrator, apparently irritated by repeated queries, today said no one by the name Alliluyeva or Peters was staying there.