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RE: st: gllamm


From   "Arulampalam, Wiji" <Wiji.Arulampalam@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: gllamm
Date   Tue, 21 Jul 2009 08:52:51 +0100

Thanks very much Stas.  I did want the long answer too. I will try
gllamm first.
Best
wiji


Professor Wiji Arulampalam
Department of Economics
University of Warwick
Coventry CV4 7AL
UK
email: wiji.arulampalam@warwick.ac.uk
Tel: +44 (0)24 76523471
Fax: +44 (0)24 76523032
Web: http://www.warwick.ac.uk/go/arulampalam

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas
Kolenikov
Sent: 20 July 2009 17:01
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: gllamm

On Mon, Jul 20, 2009 at 9:16 AM, Arulampalam,
Wiji<Wiji.Arulampalam@warwick.ac.uk> wrote:
> Could someone please tell me whether the following model could be
> estimated in gllamm in stata?

The short answer is, "Yes, you can".

You did not ask for the long answer about "How do I do that?", but
here's a sketch: you would need to have four -eq- options for each of
the latent constructs to describe the observed measures of your latent
variables, and -bmatrix- that links the three exogenous variables to
the endogenous one. You would also need to put constraints on the
covariance structure of the latent variables: the exogenous ones
should be allowed to correlate, but their correlation with the error
term in the latent regression should be zero. If you have no
experience working with -gllamm-, that looks terrifying, but once you
spend three-four days trying this and that, it will gradually start
making sense.

What you describe however looks like a reasonably standard SEM model
that can be estimated by pretty much any package if your data are
normal/continuous. If you don't have any budget constaints, get Mplus;
if you do, get R and figure out -sem- package there. I've had
convergence issues with it, but generally you can make it work.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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