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RE: st: Mlogit and gllamm


From   "Howrey, Bret T." <bthowrey@UTMB.EDU>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Mlogit and gllamm
Date   Thu, 3 Jul 2008 08:45:03 -0500

Arne,
Thanks for the heads up. Yes, I only really have two levels at this stage.  I'll have a look at mixlogit. My preliminary models are taking upwards of 2 hours to run, and there are only a few thousand obs.

Bret

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Arne Risa Hole
Sent: Thursday, July 03, 2008 4:31 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Mlogit and gllamm

Bret,

If your model has only two levels, i.e. it is a standard random effects type model, you could use my -mixlogit- module wich was published in Stata Journal 7(3). If you don't have access to the journal you can download a pre-publication draft from my website <http://www-users.york.ac.uk/~ah522/home.htm>.

-mixlogit- uses simulation rather than quadrature to approximate the likelihood function which is faster if you have more than 3-4 alternatives in your model.

Arne

2008/7/2 Howrey, Bret T. <bthowrey@utmb.edu>:
> Listers,
>
> I need to run mlogit, multilevel models on panel data.  There does not appear to be an easy way to fit this outside of gllamm.  So, two questions:
>
> 1. Is there another way (gllamm is wonderfully versatile but wee bit
> resource intensive) 2. If I have to use gllamm, do the data have to be in expaned form?
>
> Appreciate any thoughts
> Thanks
> Bret
>
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