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Re: st: RE: Stata 9 announcement,

From   "Bryan W. Griffin" <>
Subject   Re: st: RE: Stata 9 announcement,
Date   Wed, 06 Apr 2005 08:44:19 -0400

I too was disappointed that a Stata module for generalized linear mixed models (GLMM) was not introduced to supplement/replace gllamm in this version of Stata. I like gllamm, but the speed can be chilling at times, although I have learned through trial and error that slow speed can be an indication that one's model has problems. For well-behaving models, gllamm doesn't take very long (at least on my fast PC).

For those of us in the bio-medical sphere, categorical outcomes (eg, alive
/ dead) are _very_ important and , in the general outcomes literature, they
are currently associated with large data sets (250000 observations and
upwards are not at all unusual, whether these be from administrative or
purpose built data-bases). Although we can use "xtlogit", unlike "gllamm"
there is no way (?) to access empirical Bayes' estimates whilst using
"xtlogit" as with "gllapred" (and "xtreg").

This is somewhat frustrating, as, although it may be useful to demonstrate
with "xtlogit" that there is previously undiagnosed "heterogeneity", the
literature using multilevel models for (binary) outcomes proceeds to use
these EBE to illustrate important aspects of the model (the classic paper,
some time ago now, is H. Goldstein and D. J. Spiegelhalter. League tables
and their limitations: Statistical issues in the comparisons of
institutional performance. Journal of the Royal Statistical Society A 159
(Part3):385-443, 1996.)
Bryan W. Griffin
Curriculum, Foundations, & Reading
P.O. Box 8144
Georgia Southern University
Statesboro, GA 30460-8144

Phone: 912-681-0488

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