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Re: st: can Stata be used for this problem


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: can Stata be used for this problem
Date   Mon, 7 Jun 2010 17:47:49 -0500

On Mon, Jun 7, 2010 at 12:20 PM, Hey Sky <[email protected]> wrote:
> Vijt = X*beta + alpa_j + gama_j*eta + sigma_t
>
> alpa, beta, gama are parameters that need to be estimated.

I don't see any problems fitting this with -gllamm-. You treat choices
as fixed, then alpha_j is a part of the fixed effects, and gamma_j is
the choice-specific coefficient (loading). But, in all likelihood, you
don't observe utilities, so in the end it will boil down to some sort
of -mlogit- link. You need to describe the model more fully.

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