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st: gllamm covariate measurment error model

From   "Michael Burton" <[email protected]>
To   <[email protected]>
Subject   st: gllamm covariate measurment error model
Date   Mon, 24 Sep 2007 14:16:45 +0800

I am using gllamm and looking for some advice on model construction.  If there is an obvious source for the info, my apologies.

I am a frequent user of clogit in stata, and have used the gllamm framework to estimate a 'standard clogit' model.  I have also got myself familiar with estimating a logit model with covariate measurement error using gllamm (following section 6 in the manual).

What I would like to do is estimate a clogit model with covariate measurement error.  In particular, I would like to specify the utility function to be:

U = (a+bz)X +....

Where X is the attribute , z an unobserved latent variable, and a and b parameters.  I then have observed repeated measures associated with z for each individual.  The intuition is that the marginal utility associated with an attribute in the choice model is affected by a factor such as 'risk aversion' and I have a number of measures of risk for each individual.  

My intuition says that I need to 'stack' both clogit and measurement model variables, in a similar manner to the logit example.  What is unclear to me is how to indicate that z appears as an interaction with one of the variables in the utility function, rather than a variable itself.  

Any advice would be very gratefully received.


Dr Michael Burton
Associate Professor 
School of Agricultural & Resource Economics (MO89)
Faculty of Natural & Agricultural Sciences
University of Western Australia
35, Stirling Highway
Crawley (Perth), WA 6009 Australia
tel +61 8�6488 2531
fax +61 8�6488 1098
The University of Western Australia:  CRICOS Provider No. 00126G

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