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Re: st: xtmelogit syntax


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmelogit syntax
Date   Fri, 09 Jul 2010 16:09:56 -0500

Robin Jeffries <rjeffries@ucla.edu> asks:

> I would like to confirm that this is the correct syntax for a model with
> random effects for students, within schools. I am currently using the
> following syntax:

> xi: xtmelogit outcome covariates || schoolid: || studentid:

> but it is taking upwards of 7 hours to run. (35,000 students within 26
> schools) In looking at the help file for xtmelogit I read the laplace
> option. It says that the laplace option is default when you have factor
> variables in the random effects equations. Does that mean that the syntax
> above is not correct? Schoolid and  Studentid are identifiers, and not
> continuous measures.

> Since I want student within school, should it read

>  || schoolid: R.studentid  ?

> Could someone clarify the syntax?

Your original syntax is the correct one for the model you wish to fit, but
estimation could be sped up by adding the -laplace- option:

 . xi: xtmelogit outcome covariates || schoolid: || studentid:, laplace

Option -laplace- invokes the Laplace approximation, which is faster than
adadaptive Gaussian quadrature.

--Bobby
rgutierrez@stata.com
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