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From |
Serguei Kaniovski <Serguei.Kaniovski@wifo.ac.at> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Fitting a two-equation zero-inflated model in GLLAMM |

Date |
Fri, 8 May 2009 08:37:58 +0200 |

Dear Stata / GLLAMM Experts! I am trying to fit a latent variable GLS using GLLAMM. My dependent variable "dist" is bound to the interval [0, sqrt(2)], about 11 percent of observations are zeroes. The zeroes denote concordant unanimous votes between a pair of parties in a parliament. If all members of party A and all members of party B voted yes, then dist=0. (sqrt(2) appears due to a special distance function I use). I view zeroes is not qualitatively different from non-zeroes, but the inflated-zero property has to be accounted for. I thus plan to use a two-equation model, with the same set of explanatory variables but possibly a different set for each model later. The independent variables are "left_right" and "pro_eu", while "vote_id" identifies the voting occasion. I fit a level-1 GLLAMM, i.e. with random effects for each voting. Ignoring the fact that dist is bound from above by sqrt(2), I do: gen v = cond(dist==0,1,2) foreach x of varlist left_right pro_eu { gen v1_`x' = `x'*(v == 1) gen v2_`x' = `x'*(v == 2) } gllamm dist v1_* v2_*, i(vote_id) link(logit reciprocal) family(binary gamma) lv(v) fv(v) Unfortunately the above specification does not converge. Is the specification correct given what I am trying to do? That you for your help, Serguei * * 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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