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st: multinomial logistic regression with RE using gllamm


From   Andreas Schiffelholz <Andreas.Schiffelholz@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: multinomial logistic regression with RE using gllamm
Date   Thu, 25 Apr 2013 10:26:36 +0200

Hello everyone,

I'm working with a unbalanced panel dataset (x: companies; t:years) and two models with ordinal (2) / nominal (3) responses. While I have no problem in calculating the results of the ordinal models using a -logit, cluster (company)- approach for pooled and an -xtlogit, re vce(bootstrap)- approach for the random effects model, I strugle with the calculation of the multinomial logistic regression. I calculate the pooled model using the -mlogit, cluster (company)- command. For the multinomial logistic regression with random effects I uderstand that I need to use -gllamm-, because this is not implemented in the standard Stata program.

I'm using the following command:
-gllamm varlist, i(Company) base(0) link(mlogit) family(binom) nip(12) adapt trace-

1. Do I need to specify the "year" variable somehow? I already have the -xtset Company Year, yearly- command in my .do file, for the previous -xtlogit- command-, but I wonder if I need to specify it again just as i specified the Company variable by the -i(Company)- option

2. While the command is calculating results, these results are exactly the same as the results (coefficients, std. errors, ...) from a regular -mlogit- calculation without cluster-robust std. errors. Could that be or is there an error in my gllamm command?

3. After these initial results there is a section called "Iteration 0 of adaptive quadrature:" showing the parameters ("Initial parameters") again. After this section "Iteration 1" starts, I get imidiatelly two errors and the callculation ends (see below). First I get the error "c-1 invalid name" (my three categories have the values "1", "0", "-1", although they are not ordered). Afterwards there is a second error "you must issue -ml model- first". Is there an explanation, based on my approach I described, why I get these errors?


************************************

{err}c-1 invalid name
{txt}------------------------------------------------------------------------------
Iteration 1 of adaptive quadrature:
Updated parameters:

{err}you must issue -ml model- first
{res}finish running on 24 Apr 2013 at 17:35:24

************************************

Thank you very much!
Andreas Schiffelholz
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