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Re: st: gllamm level 3 model


From   Alexander Staus <alexander.staus@uni-hohenheim.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm level 3 model
Date   Tue, 23 Sep 2008 14:56:16 +0200

Hi Claudio,

I think you are right with your level 2 model, but why do you use "fam(binom)"? Try:

gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi) link (mlogit) base(1) nocorr adap nip(4) nrf(3) eqs (a2 a3 a4) trace

Good luck,
Alex



Hi to all,

I’m running a multinomial regression model with random effects using gllamm and some doubts have come to me. I really would appreciate your help.

I have a panel data of 17785 observations of 2475 firms during a 14 years period with a polytomous dep_var with four categories. That would be a level 3 model, observation nested in firms nested in years, isn’t it?
When I try the next syntax, the level 1 and level 2 have the same number of observations!!

gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi year) link (mlogit) base (1) fam (binom) nocorr adap nip (4) nrf (2 1) eqs (a2 a3 a4) trace

number of level 1 units = 17785
number of level 2 units = 17785
number of level 3 units = 14

Moreover, I’m trying to include random intercepts for each alternative of the dependent variable at level 2 (firms) using eqs (a2 a3 a4) nrf (3 0) but this option is not allowed, since gllamm need to “split” the random effect in level 2 and 3. That is:

...eqs (a2 a3 a4) nrf (2 1)

Random effects information for 3 level model
-----------------------------------------------------------------------------
***level 2 (Identi) equation(s):
(2 random effect(s))
standard deviation for random effect 1
Ide1_1 : a2
standard deviation for random effect 2
Ide1_2 : a3

***level 3 (year) equation(s):
(1 random effect(s))

standard deviation for random effect 3
yea2_1 : a4

But I’m not sure how to interpret this and if it is theoretically correct.

I had try to make a level 2 model by not considering the years and then the number of units in level 1 and level 2 are correct.

number of level 1 units = 17785
number of level 2 units = 2475

But what about the years???. Could I control for this by including them in the fixed part of the model?

Thank so much in advance
Claudio



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