Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Conditional expectations for each latent class with gllapred


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Conditional expectations for each latent class with gllapred
Date   Thu, 30 Dec 2010 09:37:47 -0600

On Thu, Dec 30, 2010 at 3:06 AM, Kristian Karlson
<kristian.karlson@gmail.com> wrote:
> I have run the following -gllamm- model in Stata. It is a finite mixture
> binary logit model with two latent classes:
>
> use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta, clear
> sample 25
> gllamm union age grade year, i(idcode) ip(f) nip(2) l(logit) f(binom)
>
> I am interested in the conditional expectation for latent class: Pr(Union =
> 1 | u_1) and Pr(Union = 1 | u_2), where u_1 is latent class 1 and u_2 is
> latent class 2.
>
> I have looked at -gllapred-, but haven't been able to compute these. My idea
> was to use options mu and marg, but these probabilities are the mixed
> probabilities, not the ones from each component.

Your example does not run:

. gllamm union age grade year, i(idcode) ip(f) nip(2) l(logit) f(binom)
variable union not found
r(111);

You probably meant a different data set.

Note that this is a pretty restrictive model in which the effects of
the predictors are kept constant across classes, and the difference is
only via a shift.

You might be able to manipulate -gllapred- using -from()- option. For
that, you can create two matrices with the estimated point masses and
their weights fixed to one and the other class. Just a suggestion, I
never worked with mixture models using -gllamm-.

Your other option is to use -fmm- package that might provide
additional flexibility if it supports -logit- link (or an analogue
of).

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


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index