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st: Stata 8 & hierarchical models

From   Buzz Burhans <>
Subject   st: Stata 8 & hierarchical models
Date   Mon, 23 Dec 2002 12:17:00 -0500

Congratulations to Stata Corp, the new Stata 8 looks great!

I'm curious about the capacity for hierarchical models in the new version; xtreg for instance allows random intercepts, but not random slopes; when I need mixed hierarchical models with both random intercepts and slopes I've used and appreciate GLLAMM in Stata, but it runs quite slowly in Stata 7, even under adaptive quadrature. I have had to turn to alternative programs ( S-Plus primarily) for running such models for primarily two reasons; they run faster, enough faster that it makes a difference between working with an extensive project feasible versus infeasible given the time constraints imposed by trying to run them in Stata, and secondly I also appreciate the ease of using predefined alternative variance and correlation structures in S-Plus, as well as the graphical approach facilitated by S-Plus. Stata 8's new graphics look really exciting, and will undoubtedly give Stata an edge in graphical evaluation and application to such models, but my other two concerns seem not to be addressed in the new Stata.

I am a great fan of Dr. Rabe-Heskeths work ( the author of GLLAMM, who also has a great book "A handbook of Statistical Analysis using Stata"), and was hoping that perhaps GLLAMM would be hard wired in to the next Stata upgrade, but I don't see it on the list of new statistical elements in Stata 8. I seem to remember that her web site at one point suggested that this would occur (hard wiring GLLAMM into Stata which would make it faster?)

I really like working in Stata, and will be very interested to see how much faster GLLAMM runs in Stata 8. Are there plans to incorporate GLLAMM into Stata rather than run it as an ado? Will this improve the speed? Or are there other plans to enhance the capacity of Stata to run hierarchical models? Requests for or inquiries about such capacities seem to come up regularly on the list.

Thanks again for what looks like it is a great enhancement to Stata. I look forward to test driving it as soon as it ships. i will be interested to learn about the future prospects for increased capabilities for hierarchical modeling in Stata.

Buzz Burhans

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