Re: st: parallel process model in Stata

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Tue, 1/2/11, Shubhabrata Mukherjee wrote:
>   Is there a any way to do a parallel process model in
> Stata?
> 
> I have variables y_a and  y_b measured over 5 time
> points. I can perform a mixed effects model on each of
> the two variables separately.
> 
> xtmixed y_a time || id: , cov(uns) 
> 
> xtmixed y_b time || id: , cov(uns) 
> 
> I want to see the effect of one on the other in one model.
> That is, I am interested in finding out the effect of the
> intercept for A on the slope of B and vice versa. Is there
> any routine in Stata to do this?

In such models you first need to worry about identification.
Typically, you would need variables that influence y_a but
not y_b and variables that influence y_b but not y_a in order
to identify such bi-directional effects. Another strategy 
that can sometimes help is to let y_a[t] influence y_b[t+1]
and y_b[t] influence y_a[t+1]. 

Regardless on how you try to identify such a model, you'll
probably end up using -gllamm- for such a model. You can 
get it by typing in Stata -ssc install gllamm-, and lots 
of information on it is available from 
<http://www.gllamm.org>.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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