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From |
"Michael Burton" <mburton@fnas.uwa.edu.au> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: gllamm covariate measurment error model |

Date |
Mon, 24 Sep 2007 14:16:45 +0800 |

I am using gllamm and looking for some advice on model construction. If there is an obvious source for the info, my apologies. I am a frequent user of clogit in stata, and have used the gllamm framework to estimate a 'standard clogit' model. I have also got myself familiar with estimating a logit model with covariate measurement error using gllamm (following section 6 in the manual). What I would like to do is estimate a clogit model with covariate measurement error. In particular, I would like to specify the utility function to be: U = (a+bz)X +.... Where X is the attribute , z an unobserved latent variable, and a and b parameters. I then have observed repeated measures associated with z for each individual. The intuition is that the marginal utility associated with an attribute in the choice model is affected by a factor such as 'risk aversion' and I have a number of measures of risk for each individual. My intuition says that I need to 'stack' both clogit and measurement model variables, in a similar manner to the logit example. What is unclear to me is how to indicate that z appears as an interaction with one of the variables in the utility function, rather than a variable itself. Any advice would be very gratefully received. Michael NOTE NEW PHONE NUMBERS __________________________________________ Dr Michael Burton Associate Professor School of Agricultural & Resource Economics (MO89) Faculty of Natural & Agricultural Sciences University of Western Australia 35, Stirling Highway Crawley (Perth), WA 6009 Australia tel +61 8 6488 2531 fax +61 8 6488 1098 The University of Western Australia: CRICOS Provider No. 00126G * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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