Statalist


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

RE: st: Mlogit and gllamm


From   "Howrey, Bret T." <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: Mlogit and gllamm
Date   Thu, 3 Jul 2008 08:45:03 -0500

Arne,
Thanks for the heads up. Yes, I only really have two levels at this stage.  I'll have a look at mixlogit. My preliminary models are taking upwards of 2 hours to run, and there are only a few thousand obs.

Bret

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Arne Risa Hole
Sent: Thursday, July 03, 2008 4:31 AM
To: [email protected]
Subject: Re: st: Mlogit and gllamm

Bret,

If your model has only two levels, i.e. it is a standard random effects type model, you could use my -mixlogit- module wich was published in Stata Journal 7(3). If you don't have access to the journal you can download a pre-publication draft from my website <http://www-users.york.ac.uk/~ah522/home.htm>.

-mixlogit- uses simulation rather than quadrature to approximate the likelihood function which is faster if you have more than 3-4 alternatives in your model.

Arne

2008/7/2 Howrey, Bret T. <[email protected]>:
> Listers,
>
> I need to run mlogit, multilevel models on panel data.  There does not appear to be an easy way to fit this outside of gllamm.  So, two questions:
>
> 1. Is there another way (gllamm is wonderfully versatile but wee bit
> resource intensive) 2. If I have to use gllamm, do the data have to be in expaned form?
>
> Appreciate any thoughts
> Thanks
> Bret
>
> *
> *   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/

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index