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Re: st: GLLAMM: how fast for models with latent variables?


From   Jean-Fran´┐Żois Godin<[email protected]>
To   <[email protected]>
Subject   Re: st: GLLAMM: how fast for models with latent variables?
Date   Mon, 20 Oct 2003 10:44:25 -0400

Title: Re: st: GLLAMM: how fast for models with latent variables?
The answer is no, you’re not doing anything wrong!

Why? Because GLLAMM is special ado-file sub-routine that is not implemented in STATA. So STATA has to “ask”  the sub-routine what it has to do!

“The program simply uses Stata's ml commands with method deriv0 to maximise the likelihood which is evaluated by numerical integration. “

See http://www.stata.com/support/meeting/5uk/gllamm.html

I read somewhere that STATA will eventualy include gllamm as a command in STATA! So no more sub-routine program ado-file. For now we need to be patient  (or upgrade our processor)! :)

I’m using the gllamm command on a server, and in my case, it takes about 6 weeks to compute!

Jf



Le 20/10/03 03:50, «?Philippe Huber?» <[email protected]> a écrit?:

> Hello all,
>
> I am just new here. I started using Stata this week because I want to
> estimate models with latent variables. I'm trying to use gllamm and I am
> a little bit confused.
>
> My model is rather simple: there are 10 manifest variables (5 normal and
> 5 binomial), 2 latent variables (or factors) and no covariates. I
> experienced that the latent variables have free variance and the first
> loading for each is set to 1. Is it possible to free these loadings and
> set the factors variances to 1?
>
> Secondly, I used 8 adaptive quadrature points and my sample is only 60
> observations big. Is it normal that Stata needs about 25 minutes to find
> a result (I have a 1900MHz CPU)? Am I doing something wrong?
>
> I thank you for you help.
>
> Sincerely
>
> Philippe Huber
> Department of Econometrics
> University of Geneva
> Switzerland
>
>





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