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st: cross-level effects in gllamm

From   Inna Khousnoullina <>
Subject   st: cross-level effects in gllamm
Date   Fri, 01 Sep 2006 17:34:59 +0200

Dear statalist-participants,

I'd like to estimate my two-level nested logit model using gllamm.
The level-one variables are x1, x2, x3, the level-two-variable is z1 and
the dependent variable on level one is a binary variable y. The
id-variable for level2 is "state".
The model should include a random intercept and a cross-level-effect
between x1 and z1. 
Here is the syntax I used:
gen cross=x1*z1 

gllamm y x1 x2 x3 z1 cross, i(state) family(binomial) link(logit) adapt

My question is: can I define the cross-level effect in the way I did
(simply by generating a new variable)????? Should I use the option
-eqs- in this case or is it just for modelling random slopes (which I
don't want to model)?

Many thanks for help,

Inna Khousnoullina
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