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RE: st: gllamm level 3 model


From   jverkuilen <jverkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: gllamm level 3 model
Date   Wed, 24 Sep 2008 09:19:04 -0400

-mixlogit- has a very nice STJ paper associated with it. Author is Arne Rise Hole; see the archives for a link to his web page. (I am on handheld and can't Google it easily) 

-----Original Message-----
From: "Alexander Staus" <alexander.staus@uni-hohenheim.de>
To: statalist@hsphsun2.harvard.edu
Sent: 9/24/2008 7:36 AM
Subject: Re: st: gllamm level 3 model

Hi Claudio,

I followed mainly gllamm manual and some examples on their website:
http://www.gllamm.org/examples.html

I think you can also try the "mixlogit" command in stata for your model.

Greetings,
Alex


Claudio Cruz Cazares schrieb:
> 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,
>>>
>>> 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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