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st: functional improvements in Stata8 and gllam

From   Buzz Burhans <>
Subject   st: functional improvements in Stata8 and gllam
Date   Wed, 26 Feb 2003 12:00:55 -0500

Let me preference my comments on gllamm by describing myself as a consumer and modestly knowledgeable user of statistical software, but by no means a statistician, although at various times I serve that function. I should also add that I am a fan of both Stata and Sylvia Rabe-Hesketh's work

That said, I can't at the minute give you exact speed differences because I am in the middle of another project, and it would require firing up both Stata 7 (which I kept operational when I upgraded) and stata8. However, running gllamm with continuos outcome variables and two levels is now feasible both because of the use of adaptive quadrature as opposed to quadrature, and because Stata Corp has reportedly hardwired in some of the routines in Stata 8. The difference for me in my datasets ( 500 to 1000 observations, tiny by many stata users standards) is in the order of dropping the time to run from approximately an hour to a few minutes. Running dichotomous outcomes with gllamm is almost identically as fast as xtlogit, at least in the applications where I have used it recently.

My desire for more development in the area of hierarchical models is due to my perceived need for additional capability to incorporate into the model the covariance structure, which, as I understand it, can not be done in gllamm at this time, other than with a somewhat limited ability to specify nocorrel as an option. I should also add that the gllapred package has been improved recently in it's handling of residuals, and that has also been useful for me.

Buzz Burhans

At 10:28 AM 2/26/03 -0600, you wrote:

Buzz - Thank you for your comments. I admit I am very susceptible to "update
discomfort" syndrome. However your comment about multilevel capability
sounds like a request for more statistics, not cosmetics. I would gladly
trade all this new list, GUI and fancy graphics for an effective multilevel
package that would run under Stata. Or are you suggesting that glamm8 is the
Can you provide any quantitative info on how much faster is glamm in Stata8
than under Stata 7? This is the sort of thing that would make me want to
update - not the graphics, GUI, etc.

Buzz wrote:
"I for instance, would
like them to keep focusing on developing the capacity for heirarchical
models...the issues surrounding "list" pale for me compared to the need for
stronger hierarchical modeling capabilities."

Al Feiveson
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