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RE: st: Random effects


From   "FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Random effects
Date   Tue, 25 Feb 2003 11:13:33 -0600

Also,  xtrchh supposedly estimates random slopes models in (2 levels only).
It does OK on estimating the fixed components,  but doesn't appear to do a
very good job of estimating the covariance matrix of the random effects.
(See statalist postings on this for Jan 15, 2003).

Al Feiveson

-----Original Message-----
From: Joseph Coveney [mailto:jcoveney@bigplanet.com]
Sent: Tuesday, February 25, 2003 9:50 AM
To: Statalist
Subject: Re: st: Random effects


Susheel Patil wrote:

> . . . I'm currently wrestling with a problem concerning longitudinal data
methods using > GEE. I am trying to implement a random effects model in
Stata, however I can only  > find help with regards to implementing a random
intercept model. Is anyone aware of > how to implement a random 
intercept and random slope model?

-gllamm- (-findit gllamm-) will estimate a random-coefficients model for the
kinds of 
distribution families and links that generalized estimating equations do.  I
can't tell for 
sure since I'm not yet familiar with using -gllamm-'s ability to regress
latent variables 
upon other components of the model, but it might even be able to provide
structured 
covariance matrixes, too.

Joseph Coveney
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