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Re: st: Growth curve model with correlated errors


From   Shige Song <shigesong@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Growth curve model with correlated errors
Date   Sun, 31 Oct 2004 18:36:26 -0800

Hi Stas,

Thanks, I'll give it a try.

Best,
Shige


On Sun, 31 Oct 2004 12:41:12 -0500, Stas Kolenikov <skolenik@gmail.com> wrote:
> What you can do is to set up a random coefficients model where the
> latent variables are loaded onto the constant and your time variables,
> similar to section 3.2 of the 2001 version of -gllamm- manual:
> 
> gen one = 1
> eq const : one
> eq time : year
> gllamm whatever, i(id) nrf(2) eqs(one year)
> 
> If you have say 10 or so time periods, I would model the time trend by
> splines, although that would increase complexity of the factor part of
> the model quite substantially.
> 
> Stas
> 
> On Sat, 30 Oct 2004 21:41:12 -0700, Shige Song <shigesong@gmail.com> wrote:
> > Dear Colleagues,
> >
> > I am trying to estimate a multilevel growth model using GLLAMM. Since
> > I have closely spaced observations for each individuals (2 years), I
> > am a little concerned about the possibility that the error terms are
> > somewhat correlated. I know there are two ways to handle this, one can
> > either impose a structure on the error terms (AR1, for example), or
> > one can model the error terms as function of age or time. Now I know
> > that GLLAMM cannot estimate the first class of models, my question is:
> > can GLLAMM estimate the second class of models? Are there any worked
> > examples on this? Thank you very much!
> >
> > Best,
> > Shige Song
> > Institute of Sociology,
> > Chinese Academy of Social Sciences
> 
> --
> Stas Kolenikov
> http://stas.kolenikov.name
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