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st: GLLAMM help


From   "Dana Shills" <shills52@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: GLLAMM help
Date   Sat, 02 Oct 2004 05:23:21 +0000

Hi

Im new to GLLAMM analysis and need some help figuring out if I am doing the right thing. I am trying to fit a random effects model to the following ordinal response data:
Country(1-80) Industry(1-3) Firm Y(1-5)
1 1 1 3
1 1 2 2
1 1 3 1
1 2 4 2
1 2 5 3
2 1 6 5
2 1 7 4
2 2 8 2
2 3 9 4
.....
For the following model, Yij=alpha+COUNTRYi+INDUSTRYj+COUNTRYi*INDUSTRYj+Eij
assuming ONLY random effects due to country, industry and the country-industry interactions, I want to obtain variance components estimates due to country, industry, the interactions and the residual variance. How should I go about doing this? Would it be:

gen C_I=cc*industry
eq int : const
eq C : cc
eq I : I
eq C_I : C_I

gllamm y C I C_I, i(country) eqs(int C I C_I) link(ologit) adapt trace

I would really appreciate some help on this.

Thanks

Dana

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