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Re: st: XTReg re/mle clustered & weighted models


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: XTReg re/mle clustered & weighted models
Date   Tue, 21 Dec 2010 14:17:31 -0600

It is not very quick indeed. You would want to run -xtmixed- with
weights to get the point estimates, and then start -gllamm- from those
estimates using -from()- option, as basically, you mainly want to
correct the standard errors for clustering. That will give you the
results before Christmas!

I am pretty sure -gllamm- does not care about -tsset- though.

On Tue, Dec 21, 2010 at 1:13 PM, Castle, Melissa H <mhc14@pitt.edu> wrote:
> Hi Stas (& stata-listers),
>
> Thanks for the suggestion – I installed gllamm, and am trying to run it.
> I’m running a very basic “trial” model before I do my main runs, but It’s
> taking FOREVER to iterate.  The syntax I’m using is:
>
> ****identifying data as panel data*****
> Tsset c_id index1
>
> ***basic model***
> Gllamm [outcome] [variable], i(childid schoolid) pweight(we)
>
> Is there a faster way to run weighted, clustered, random-effects regressions
> using panel data?  This very basic model has taken three hours in gllamm,
> and is still iterating.  I’m not convinced it will converge before I finish
> graduate school (eek!).
>
> Thanks for the help!

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

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