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:[email protected]]
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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