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Re: st: question on GLLAMM


From   Stas Kolenikov <skolenik@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question on GLLAMM
Date   Thu, 19 Aug 2004 15:51:00 -0400 (EDT)

> There are however techniques to speed up -gllamm- that can be extremely
> efficient with large datsets, if the number of response patterns are
> limited. Lets say you have 10.000 observations but only 5*3*10 possible
> response patterns; if you use -contract , freq(_freq)- you end up with
> only 150 observations with varying frequency weights. This dataset
> should be estimated with -gllamm , weight(_freq)- in about the same
> amount of time as a dataset with only 150 individuals.

That's certainly something worth keeping in mind, but economists tend to
like large models with a couple dozens of regressors that would include
age, gender, race/ethnicity, years of schooling, parents years of
schooling, and all other stuff of that kind, for which there's going to be
far many more patterns, so -gllamm- would have to be run on the original
data. That was the case I reported -- I think I had something like 5 to 8
regressors with a mix of continuous and discrete ones.

 ---                                    Stas Kolenikov
 --       Ph.D. student in Statistics at UNC-Chapel Hill
 - http://www.komkon.org/~tacik/  -- Stas.Kolenikov@unc.edu

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