[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
David Airey <david.airey@Vanderbilt.Edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Latent class estimation |

Date |
Wed, 5 Dec 2007 07:32:09 -0600 |

Eva,

Another program that can be used for just about any latent variable modeling question whether continuous or categorical, even multilevel, is Mplus, now at version 5.

-Dave

On Dec 5, 2007, at 7:01 AM, Dimitris Pavlopoulos wrote:

Dear Eva,

I have not explored the potential of STATA in latent class models, but I would suggest you to do your analysis in Latent Gold instead. This is a program especially made for such analysis. And yes, you need to use the EM algorithm and in particular its modified version (Baum Weltch algorithm or something like that). This is implemented in Latent Gold.

best,

Dimitris

Quoting Eva Poen <eva.poen@gmail.com>:

Dear all,

I am interested in running a latent class regression model. I need to

estimate the class-specific regression models for the outcome variable

y (with covariates x) and the coefficients for the class prediction

equation (with covariates z). Before I can embark on such a project in

Stata, I need to do some more reading though. The standard

econometrics textbooks are silent on the matter of latent classes, and

it is unclear to me how the likelihood function is constructed. If

someone could recommend a good book/article detailing this method,

that would be great.

My specific questions are:

- Do I need to use the EM algorithm, or can I use standard maximum likelihood?

- Can a latent class model accommodate cross-sectional time series data?

- Can the sets of covariates x and z be overlapping?

- Can x contain lagged values of y? Do I need to use instruments for those?

- Can I have clustered data within the latent classes? (standard

errors adjusted for clustering, as in standard Stata regression

commands -cluster(...)- )

I'd be very grateful for any hints.

Thanks a lot,

Eva

*

* 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/

Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm * * 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/

-- David C. Airey, Ph.D. Pharmacology Research Assistant Professor Center for Human Genetics Research Member Department of Pharmacology School of Medicine Vanderbilt University Rm 8158A Bldg MR3 465 21st Avenue South Nashville, TN 37232-8548 TEL (615) 936-1510 FAX (615) 936-3747 EMAIL david.airey@vanderbilt.edu URL http://people.vanderbilt.edu/~david.c.airey/dca_cv.pdf URL http://www.vanderbilt.edu/pharmacology * * 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/

**References**:**st: Latent class estimation***From:*"Eva Poen" <eva.poen@gmail.com>

**Re: st: Latent class estimation***From:*Dimitris Pavlopoulos <Dimitris.Pavlopoulos@soc.kuleuven.be>

- Prev by Date:
**Re: st: calculating relative risk** - Next by Date:
**Re: st: one way/two way fixed effects** - Previous by thread:
**Re: st: Latent class estimation** - Next by thread:
**Re: st: Latent class estimation** - Index(es):

© Copyright 1996–2022 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |