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From |
jverkuilen <jverkuilen@gc.cuny.edu> |

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<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: gllamm level 3 model |

Date |
Wed, 24 Sep 2008 09:19:04 -0400 |

-mixlogit- has a very nice STJ paper associated with it. Author is Arne Rise Hole; see the archives for a link to his web page. (I am on handheld and can't Google it easily) -----Original Message----- From: "Alexander Staus" <alexander.staus@uni-hohenheim.de> To: statalist@hsphsun2.harvard.edu Sent: 9/24/2008 7:36 AM Subject: Re: st: gllamm level 3 model Hi Claudio, I followed mainly gllamm manual and some examples on their website: http://www.gllamm.org/examples.html I think you can also try the "mixlogit" command in stata for your model. Greetings, Alex Claudio Cruz Cazares schrieb: > Hi Alex, > > Thank you so much for your answer. I was following gllamm manual examples for multinomial logit, that's why I used "fam (binom)". I try again as you said and I got a satisfactory output. I don't really understand why. > > Could you recommend me a specific literature on this subject?, > > Thank you again, > > Claudio > > > > ----- Mensaje original ----- > De: Alexander Staus <alexander.staus@uni-hohenheim.de> > Fecha: Martes, Septiembre 23, 2008 2:56 pm > Asunto: Re: st: gllamm level 3 model > > >> Hi Claudio, >> >> I think you are right with your level 2 model, but why do you use >> "fam(binom)"? Try: >> >> gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi) link >> (mlogit) >> base(1) nocorr adap nip(4) nrf(3) eqs (a2 a3 a4) trace >> >> Good luck, >> Alex >> >> >> >>> Hi to all, >>> >>> I’m running a multinomial regression model with random effects >>> >> using gllamm and some doubts have come to me. I really would >> appreciate your help. >> >>> I have a panel data of 17785 observations of 2475 firms during a >>> >> 14 years period with a polytomous dep_var with four categories. >> That would be a level 3 model, observation nested in firms nested >> in years, isn’t it? >> >>> When I try the next syntax, the level 1 and level 2 have the >>> >> same number of observations!! >> >>> gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi year) >>> >> link (mlogit) base (1) fam (binom) nocorr adap nip (4) nrf (2 1) >> eqs (a2 a3 a4) trace >> >>> number of level 1 units = 17785 >>> number of level 2 units = 17785 >>> number of level 3 units = 14 >>> >>> Moreover, I’m trying to include random intercepts for each >>> >> alternative of the dependent variable at level 2 (firms) using eqs >> (a2 a3 a4) nrf (3 0) but this option is not allowed, since gllamm >> need to “split” the random effect in level 2 and 3. That is: >> >>> ...eqs (a2 a3 a4) nrf (2 1) >>> >>> Random effects information for 3 level model >>> ----------------------------------------------------------------- >>> >> ------------ >> >>> ***level 2 (Identi) equation(s): >>> (2 random effect(s)) >>> >>> standard deviation for random effect 1 >>> Ide1_1 : a2 >>> standard deviation for random effect 2 >>> Ide1_2 : a3 >>> >>> ***level 3 (year) equation(s): >>> (1 random effect(s)) >>> >>> standard deviation for random effect 3 >>> yea2_1 : a4 >>> >>> But I’m not sure how to interpret this and if it is >>> >> theoretically correct. >> >>> I had try to make a level 2 model by not considering the years >>> >> and then the number of units in level 1 and level 2 are correct. >> >>> number of level 1 units = 17785 >>> number of level 2 units = 2475 >>> >>> But what about the years???. Could I control for this by >>> >> including them in the fixed part of the model? >> >>> Thank so much in advance >>> Claudio >>> * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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