Stas,
Thanks a lot for your suggestions. I have to read a bit more about
the -eq- option because in help there are not so many details about
it.
Thanks again,
Svetlana
On 30 Jul 2004 at 15:00, Stas Kolenikov wrote:
> > When I run the model: Gllamm depvar indepvar, i(idfirm, idanalyst,
> > idyear) trace
> >
> > a message saying that there are "insufficient observations". Does
> > this mean that -gllamm- requires at least 2 observations per group
> > (in my case per analyst in the same year for a specific firm) to be
> > able to run or my data are inappropriately arranged? I could not find
> > anything about this on FAQ or in the book.
>
> -gllamm-'s identifiers that you specify in -i()- option are taken to
> indicate hierarchy of the observations. Thus Stata believes that all firms
> are nested into analysts, and analysts in turn are nested into years. This
> is not how your data is organized, and thus -gllamm- is unhappy about it.
>
> You would have to use Stata's outdated and no longer documented -eq-
> command; see examples in the end of the help file. The GLLAMM book sold
> through Stata webstore should have it all that :).
>
> Here's my example:
>
> clear
> set obs 20
> g id = _n
> g eid = invnorm(uniform())
> expand 10
> bysort id : gen year = _n
> bysort year (id): gen eyear = 0.3*invnorm(uniform())
> * created the panel structure
> gen who = int(uniform()*5)
> bysort who (id year) : g ewho = 0.5*invnorm(uniform())
> * added 5 experts
> g x = uniform()
> g y = x + eid + ewho + eyear + 0.2*invnorm(uniform())
> * variances:
> * firm effect : 1^2 = 1
> * year effect : 0.3^2 = 0.09
> * expert effect : 0.5^2 = 0.25
> * error term : 0.2^2 = 0.4
>
> g one = 1
> eq year : one
> eq who : one
> gllamm y x , i(id) eqs(year who) nrf(2)
>
> It has not converged in five minutes on my laptop, so with your 1000 of
> firms... you'd be best off leaving it running on your departmental server
> overnight.
>
> --- Stas Kolenikov
> -- Ph.D. student in Statistics at UNC-Chapel Hill
> - http://www.komkon.org/~tacik/ -- [email protected]
>
> * This e-mail and all attachments to it are not intended to provide any
> * reasonable point of view and was transmitted to you in error. It
> * should be immediately deleted by all recipients unless they really
> * enjoy communicating with the author :). Other restrictions apply.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
