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Re: st: gllamm level 3 model


From   Claudio Cruz Cazares <Claudio.Cruz@uab.cat>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm level 3 model
Date   Wed, 24 Sep 2008 10:58:42 +0200

Hi Alex,

Thank you so much for your answer. I was following gllamm manual examples for multinomial logit, that's why I used "fam (binom)". I try again as you said and I got a satisfactory output. I don't really understand why.

Could you recommend me a specific literature on this subject?, 

Thank you again,

Claudio



----- Mensaje original -----
De: Alexander Staus <alexander.staus@uni-hohenheim.de>
Fecha: Martes, Septiembre 23, 2008 2:56 pm
Asunto: Re: st: gllamm level 3 model

> 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,
> >
> > Iím 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, isnít 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, Iím 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 ďsplitĒ 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 Iím 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
> >
> >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
> >   
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


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