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Re: st: bivariate glm


From   Shehzad Ali <drshehzad_ali@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: bivariate glm
Date   Mon, 17 Oct 2011 17:21:15 +0100 (BST)

Thank you, Stas and Joerg, for your kind replies. I will try -gllamm- for this. Could you suggest a reference for the syntax for a multiple equation -gllamm-? Thanks. Also, my data is not multilevel/longitudinal; my interest is in joint estimattion of two equations with correct specification of distributions for each equation.

Thank you for your help. 

Shehzad



>________________________________
>From: Joerg Luedicke <joerg.luedicke@gmail.com>
>To: statalist@hsphsun2.harvard.edu
>Sent: Friday, 14 October 2011, 19:14
>Subject: Re: st: bivariate glm
>
>You should specify what you mean with "two glm equations" as this can
>indicate quite different stuff. I don't have Stata 12 yet and, thus,
>cannot comment on the capability of the new -sem- features. But in
>general, it should be possible to do what you want in a structural
>equation modeling framework where you just have the two equations and
>allow for error correlation among the two dependent variables (which,
>as Stas noted, should be doable with gllamm as well).
>
>HTH,
>
>J.
>
>On Fri, Oct 14, 2011 at 9:25 AM, Shehzad Ali <drshehzad_ali@yahoo.com> wrote:
>> Dear listers,
>>
>> Is it possible to jointly estimate two glm equations in Stata to allow for correlation? Any advice would be appreciated.
>>
>> Many thanks
>> Shehzad
>>
>>
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