Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: Mixing mlogit and gaussian in -gllamm-


From   Kristian Karlson <[email protected]>
To   [email protected]
Subject   Re: st: RE: Mixing mlogit and gaussian in -gllamm-
Date   Sun, 25 Jan 2009 18:02:06 +0100

Dear Peter

Thank you for your comment. I will look into hurdle models. My initial question was, however, more about how to combine data for -gllamm-. I want to model an educational choice process with several choices and, simultaneously, model determinants of ability test scores. Thus, I want to mix the two equations and capture unobserved heterogeneity from both models with a two latent classes.

All the best,
Kristian



Lachenbruch, Peter skrev:
This appears to be related to hurdle models (or two-part models) in
which one models the dichotomy and the continuous parts separately and
combines the test statistics.  When you have a probability mass and
continuous part of a distribution, I'm not sure it makes sense to
consider this as a mixture since the probability of 0 on the continuous
part is 0.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kristian
Karlson
Sent: Wednesday, January 21, 2009 9:59 AM
To: [email protected]
Subject: st: Mixing mlogit and gaussian in -gllamm-

Dear all,

Is anyone familiar with how to mix a multinomial logit and a ordinary
linear model in -gllamm-? More specifically, I want to mix a multinomial
and a gaussian distribution family (with links mlogit and identitity
respectively).

My problem is both at the data preparation stage and at the
specification of -gllamm-. Usually I expand the data to model the
mlogit, but when I have to combine this with a linear model as well, I
can't figure out exactly how to prepare the data and do the consequent
modeling in -gllamm-.

Generally, I think that my problem is how to use lv() and fv() - which
identifies the outcomes of interest - in combination with an expanded
data set, i.e., in combination with expand() in -gllamm-.

If anyone has tried such a thing in -gllamm-, I would very much like to
see their do-file. (I have spent a long time trying with either reshape
or expand, but I simply cannot get the basic clue as how to set up the
do-file).

All the best,
Kristian

*
*   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/
*
*   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/



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