Im new to GLLAMM analysis and need some help figuring out if I am doing the
right thing. I am trying to fit a random effects model to the following
ordinal response data:
Country(1-80) Industry(1-3) Firm Y(1-5)
1 1 1 3
1 1 2 2
1 1 3 1
1 2 4 2
1 2 5 3
2 1 6 5
2 1 7 4
2 2 8 2
2 3 9 4
.....
For the following model, Yij=alpha+COUNTRYi+INDUSTRYj+COUNTRYi*INDUSTRYj+Eij
assuming ONLY random effects due to country, industry and the
country-industry interactions, I want to obtain variance components
estimates due to country, industry, the interactions and the residual
variance. How should I go about doing this? Would it be:
gen C_I=cc*industry
eq int : const
eq C : cc
eq I : I
eq C_I : C_I
gllamm y C I C_I, i(country) eqs(int C I C_I) link(ologit) adapt trace
