If you have three levels, then you would need more equations -- one
for each level. That's where your error message comes from. How you
want to incorporate other leves is up to you though -- as random
effects, random slopes, whether they affect the lower levels latent
variables -- pretty much any configuration might be defensible, just
look at what makes sense for your problem and in your discipline.
On 2/11/09, Rahsaan Maxwell <[email protected]> wrote:
> Thanks, this definitely helps.
>
> Does it look like I have set it up correctly?
>
> Because I have two questions.
>
> 1) If I run the following code I get this error message, which I am not sure I
> understand:
>
> 1 equations specified: response, need 2
>
> 2) Also, if I want to run a multilevel model with variables that analyze both
> the individual and the neighborhood level, is it correct to include the
> neighborhood grouping variable 'neighid' as I have done below?
>
> Thanks,
>
> -Rahsaan
>
> sort council courts police
> gen id=_n
> expand 3
> sort id
> qui by id: gen response=_n
> gen item1=response==council
> gen item2=response==courts
> gen item3=response==police
>
>
> eq response : item1 item2 item3
>
> eq latent : x1...x4
> gllamm response, i(id neighid) eq(response) geq(latent) link(ologit)
>
>
>
>
>
>
> Quoting Stas Kolenikov <[email protected]>:
>
> > You expand the data to create a single variable, let's call it
> > -response-. For each original observation identified by variable
> > called -id-, then you will need to create three dummy variables, say
> > -item1-, -item2- and -item3-, to keep track of where that response
> > came from. Then your model will essentially look like
> >
> > eq response : item1 item2 item3
> > eq latent : all regressors for the latent variable
> >
> > gllamm response, id( id ) eq( response ) geq( latent ) link() family()
> >
> > The -eq- options says what is the pattern of the loadings of the
> > latent variable on the observed ones, and -geq- says what is the
> > structural model for that latent variable -- in your case, your
> > regression.
> >
> > On 2/11/09, Rahsaan Maxwell <[email protected]> wrote:
> > > Thanks for the response. I see that I need to expand the data but I'm not
> > sure
> > > how to then combine the three observed variables into one multivariate
> > > response?
> > >
> > > From what I can tell, section 8.4 in the gllamm manual is the closest to
> > my
> > > situation but it looks like they are regressing y on the different items
> > that
> > > comprise the latent variable, whereas I want to be regressing the items of
> > the
> > > latent variable on other variables. Or is that a necessary first step to
> > get
> > > the factor loadings? In which case how do I define y? That doesn't seem
> > to be
> > > addressed in the manual.
> > >
> > > Thanks,
> > >
> > >
> > > -Rahsaan
> > >
> > >
> > > Quoting Mads Meier Jæger <[email protected]>:
> > >
> > > > Rahsaan,
> > > >
> > > > This can be done in gllamm by expanding the data so that the three
> > observed
> > > > variables (trust in police, etc.) form a multivariate response for each
> > > > individual, and then by using a random effect to model the latent DV.
> > You
> > > > need to expand the data to "trick" gllamm into treating the three
> > observed
> > > > variables as a multivariate response, see chapter 4 and 8 in the gllamm
> > > > manual. It should be easy enough also to include more random effects to
> > > > account for additional multilevel (neighbourhood, etc.) clustering. You
> > could
> > > > also use eqs() to model covariate effects on the latent DV.
> > > >
> > > > Mads
> > > >
> > > >
> > > >
> > > > -----Oprindelig meddelelse-----
> > > > Fra: [email protected]
> > > > [mailto:[email protected]] På vegne af Rahsaan
> > Maxwell
> > > > Sendt: 11. februar 2009 06:49
> > > > Til: [email protected]
> > > > Emne: st: Latent variable DVs in gllamm
> > > >
> > > > Does anyone know if it is possible to build a multi-level mixed effects
> > model
> > > > with a latent DV using glamm?
> > > >
> > > > I have a unobserved response variable (political trust) that is
> > comprised of
> > > > three observed variables (trust in police, trust in government, trust in
> > > > politicians). I am trying to run a multi-level model with fixed effects
> > IVs
> > > > at
> > > > the individual and neighborhood level and a random intercept for the
> > > > neighborhood grouping level.
> > > >
> > > > However, I cannot figure out how to construct the DV as a latent
> > variable. I
> > > > have been trying to use the eqs function but that does not seem to work.
> > > >
> > > > Thanks,
> > > >
> > > > -Rahsaan
> > > >
> > > >
> > > > Rahsaan Maxwell, Ph.D.
> > > > Assistant Professor
> > > > Department of Political Science
> > > > University of Massachusetts, Amherst
> > > >
> > > > Postdoctoral Fellow
> > > > Transatlantic Academy
> > > > German Marshall Fund of the United States
> > > > http://rahsaanmaxwell.googlepages.com
> > > > *
> > > > * 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/
> > > >
> > >
> > >
> > > Rahsaan Maxwell, Ph.D.
> > > Assistant Professor
> > > Department of Political Science
> > > University of Massachusetts, Amherst
> > >
> > > Postdoctoral Fellow
> > > Transatlantic Academy
> > > German Marshall Fund of the United States
> > > http://rahsaanmaxwell.googlepages.com
> > > *
> > > * 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/
> > >
> >
> >
> > --
> > Stas Kolenikov, also found at http://stas.kolenikov.name
> > Small print: I use this email account for mailing lists only.
> >
> > *
> > * 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/
> >
>
>
> Rahsaan Maxwell, Ph.D.
> Assistant Professor
> Department of Political Science
> University of Massachusetts, Amherst
>
> Postdoctoral Fellow
> Transatlantic Academy
> German Marshall Fund of the United States
> http://rahsaanmaxwell.googlepages.com
> *
> * 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/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* 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/
