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st: gllamm and multinomial logit panel data model
I want to analize mobility between working in the state sector, working in the private sector and not working in Poland using CHER panel data.
More precisely I use a multinomial logit panel data model with random effects.
I assume that individual i (i = 1,...,n) can be in any of three possible labor market states at time t (t = 1994,1995,1996). The utility of state j in time period t for each individual is specified as:
Uijt = X'it Bj + Z'it Cj + Aij + Eijt
Xit is a vector of explanatory variables.
Zit is a vector of dummy variables indicating the lagged labor market state (two dummies for state sector and not working, private sector is taken as a reference state).
The vectors Bj and Cj are parameters to be estimated.
Aij is a random effect reflecting time constant unobserved heterogeneity (it is assumed to follow a multivariate normal distribution and to be independent of the Xit and Zit).
The Eijt are i.i.d. error terms.
I want to estimate such a model using Stata and I think I need to use
gllaam. I have tried:
gllamm depvar varlist, i(pid) link(mlogit) basecategory(1)
pid is the person identifier and 1 denotes working in the private sector.
I have noticed that I obtain the same results if I use:
mlogit depvar varlist, basecategory(1)
What do I do wrong? Do I have to define the equations for the random effect? Could someone help me learn how to estimate this model in Stata?Any help and suggestions would be very much appreciated.
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