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Re: st: Mlogit and gllamm


From   "Arne Risa Hole" <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mlogit and gllamm
Date   Thu, 3 Jul 2008 15:10:06 +0100

Bret,

Make sure you get the latest version of the module, I've made some
changes that improves the estimation speed. To install from within
Stata type -ssc describe mixlogit- and follow the instructions.

Arne

2008/7/3 Howrey, Bret T. <bthowrey@utmb.edu>:
> 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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