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st: GLLAMM command for negative binomial, hierarchical model

From   Christian Hunkler <[email protected]>
To   [email protected]
Subject   st: GLLAMM command for negative binomial, hierarchical model
Date   Fri, 27 May 2005 12:28:24 +0200

Dear Statalist,
we want to estimate a three-level random intercept model (only random
coefficients for the constant on level 2 and level 3). Dependent variable
is a count, negative binomial is most appropriate model because of its
correction for overdispersion.
So far, we have a working command to estimate a poisson model within Stata:

gllamm emiprown verb ageleg amotiv mot_gel, i(id intno) family(poisson)
link(log) adapt

what would be the command for a negative binomial, or more important where
can we quote/look up the syntax for this specific problem. Specs: so far
only fixed effects on the lowest level are included, but we plan to add
some coeffs on lev2 and lev3. mot_gel is an interactin term (mot_gel=
ageleg * amotiv); id's are nested within intno's (no crossclassification).

Christian Hunkler
student research assistant
"Aspirations, Reference Groups and Educational Decisions"
Project Program "Rationality Concepts, Decision Making
and Economic Modeling" (SFB504)
University of Mannheim, Germany

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