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From | Melaku Fekadu <melaku.fekadu@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: duration analysis in gllamm |
Date | Mon, 12 Jul 2010 19:07:35 +0300 |
Marteen, so you are advicing me to rely on only the parametrical one? thanks really for your help! On Mon, Jul 12, 2010 at 6:57 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Mon, 12/7/10, Melaku Fekadu wrote: >> I want to estimate a duration model (time-to-first-employment) >> through gllamm with unobserved heterogeneity. > > Steve has given you some additional references, I am just going > to give you a warning on this question: > >> How should look like a code in gllamm >> unobserved heterogeneity (parametric and non-parametric)? > > non-parametric models for unobserved heterogeneity are just > divide the population up into groups. The argument is that > such a categorical distribution is an approximation of the > continuous unobserved variable. I have recently done some > simulations where I found that especially the two class > case tends to exhibit behaviour that is unique to a grouped > distribution: over time the negative correlation between > the observed and unobserved variables first increased and > than decreased again. The latter decrease was due to the > fact that at later points in time "frail" class became almost > empty. I am not that comfortable with an approximation of > a continuous distribution that on important characteristics > shows behaviour that is unique to a categorical distribuiton. > Especially since the information content in the data on this > unobserved variable is very small (obviously), so any goodness > of fit statistic used to select the number of classes might > easily let you choose a model with too few classes that would > show the behaviour I just mentioned. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/