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.
st: Some additional questions regarding -gllamm, link (mlogit)-
Fri, 26 Apr 2013 14:05:06 +0200
Thanks a lot for the support I received so far, trying to understand the
-gllamm- command in all its detail. I have three additional questions
regarding options of the -gllamm- command when using it to calculate an
multinomial logistic regression with random effects. I already consulted
the manual as well as the book of Rabe-Hesketh and Skrondal (Volume II),
but did not the options in all detail.
I'm working with a unbalanced panel dataset (x: companies; t:years) and
two models, one with two, one with three (nominal) responses (basically
one of the two responses of the first model is split into two different
responses -> 3 responses). I calculate the ordinal models using a
-logit, cluster (company)- approach for pooled and an -xtlogit, re
vce(bootstrap)- approach for the random effects model. I want to
calculate the nominal model in a comparable way. For the pooled model I
use the -mlogit, cluster (company)- command. For the multinomial
logistic regression with random effects I want to use a -gllamm- based
In the documentation of gllamm several additional options are used. I do
not fully understand if they are needed in my case (my goal is to stay
as close and comparable to my -xtlogit, re vce (bootstrap)- approach as
1. -expanded- is this option always needed for mlogit or only if there
are different sets of alternatives? (In my dataset, the three
alternatives are the same for every company in every year)
2. -nrf (...)- As far as I understand it the default is nrf(1), do I
need more than one random effect?
3. -eqs (...)- To be honest, I do not fully understand this option, is
it needed in my case?