On 2004-07-07, at 16.54, Guillaume Frechette wrote:
1. What are the commands to estimate the equivalent of xtreg...,
i(subject)
and xtprobit..., i(subject) but also specify an additional random
effect,
let's say i(year)?
. gen const = 1
. eq intercept: const
. eq slope: year
. gllamm .... , i(subject) nrf(2) eqs(intercept slope) link(identity)
fam(gaussian) adapt
. gllamm .... , i(subject) nrf(2) eqs(intercept slope) link(probit)
fam(binomial) adapt
2. What are the commands to estimate the equivalent of xtreg...,
i(subject)
and xtprobit..., i(subject) but also specify the equivalent of
cluster(year)?
. gllamm .... , i(subject) nrf(2) link(probit) fam(bin) adapt
cluster(year)
I thing this would do the trick.
Michael
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