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From |
jverkuilen <jverkuilen@gc.cuny.edu> |

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

Subject |
RE: st: gllamm level 3 model |

Date |
Wed, 24 Sep 2008 09:03:04 -0400 |

The articles by Rabe-Hesketh and her colleagues listed on http://gllamm.org are good places to look. I also think highly of Kenneth Train's Discrete Choice with Simulation, 2003, Cambridge, which can be found on his Berkeley economics department web page or purchased for a very low price from the usual places. -----Original Message----- From: "Claudio Cruz Cazares" <Claudio.Cruz@uab.cat> To: statalist@hsphsun2.harvard.edu Sent: 9/24/2008 4:58 AM Subject: Re: st: gllamm level 3 model 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, > > > > Im 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, isnt 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, Im 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 Im 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/ > * * 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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