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Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot


From   William Buchanan <[email protected]>
To   [email protected]
Subject   Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
Date   Mon, 15 Apr 2013 08:46:35 -0700

Hi Wensheng,

I'm not sure how you were able to generate that specific error message with those commands.  I just ran:

clear
set more off
set linesize 80
webuse childweight
xi i.girl*age
g byte k =1 
eq cons: k
eq age: age
gllamm weight age _Igirl_1 _IgirXage_1, i(id) nrf(2) eqs(cons age) family(gaussian) link(log) adapt nolog

and the output was:

number of level 1 units = 198
number of level 2 units = 68
 
Condition Number = 9.3286293
 
gllamm model
 
log likelihood = -369.79782
 
------------------------------------------------------------------------------
      weight |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   .3312893   .0187497    17.67   0.000     .2945405     .368038
    _Igirl_1 |   -.087405   .0484338    -1.80   0.071    -.1823335    .0075235
 _IgirXage_1 |   .0047005   .0276294     0.17   0.865    -.0494522    .0588531
       _cons |    1.82589   .0329648    55.39   0.000      1.76128      1.8905
------------------------------------------------------------------------------
 
Variance at level 1
-----------------------------------------------------------------------------
  2.0966599 (.24691662)
 
Variances and covariances of random effects
-----------------------------------------------------------------------------
 
***level 2 (id)
 
    var(1): .00263901 (.00311924)
    cov(1,2): .00065959 (.00057154) cor(1,2): 1
 
    var(2): .00016486 (.00043059)
-----------------------------------------------------------------------------
 

That being said, several list members have already suggested going through the GLLAMM manual in greater depth and detail to understand how to specify the model(s) that you are interested in.  It isn't clear that you've followed the advice that others have already provided to you.  Additionally, "Stata" provided you with an error message, not "STATA."

HTH,
Billy


On Apr 15, 2013, at 8:26 AM, "Sun, Wensheng" <[email protected]> wrote:

> Thank you Joseph for the detailed codes. I tried, but STATA gives me the error message 1m2 invalid name. 
> 
> . clear
> . set more off
> . set linesize 80
> . webuse childweight
> (Weight data on Asian children)
> . xi i.girl*age
> i.girl            _Igirl_0-1          (naturally coded; _Igirl_0 omitted)
> i.girl*age        _IgirXage_#         (coded as above)
> . generate byte k = 1
> . eq cons: k
> . eq age: age
> . gllamm weight age _Igirl_1 _IgirXage_1, i(id) nrf(2) eqs(cons age) family(gaus
>> sian) link(log) adapt nolog
> 1m2 invalid name
> 
> Please let me know if I have miss something. Thank you very much!
> 
> Wensheng
> 
> ________________________________________
> From: [email protected] [[email protected]] On Behalf Of Joseph Coveney [[email protected]]
> Sent: Sunday, April 14, 2013 10:11 PM
> To: [email protected]
> Subject: st: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
> 
> Wensheng Sun wrote:
> 
> Thank you for the suggetion of log link and gllamm. I am new to gllamm. The
> following is the error message when I was trying gllamm. Please let me know how
> should I fix that. Thank you very much!
> 
> [snip]
> 
> --------------------------------------------------------------------------------
> 
> The user-written command -gllamm- pre-dates the introduction of factor variables
> in Stata, and so it doesn't recognize the factor-variable syntax that you typed.
> Prior to factor variables, Stata used the command -xi- to manually create
> regression terms for categorical variables and their interactions.  The command
> -xi- is still around for use with those commands that do not allow
> factor-variable notation.  I show its use with -gllamm- below for the model that
> you tried to fit.
> 
> Your syntax for -gllamm- seems to be some kind of hodgepodge of that for
> -xtmixed- and -gllamm-.  As others have mentioned, you're probably better off
> referring to the user's manual for -gllamm-, which can be downloaded from the
> website shown in the command's help file.
> 
> Joseph Coveney
> 
> 
> . clear *
> 
> . set more off
> 
> . set linesize 80
> 
> . webuse childweight
> (Weight data on Asian children)
> 
> . xi i.girl*age
> i.girl            _Igirl_0-1          (naturally coded; _Igirl_0 omitted)
> i.girl*age        _IgirXage_#         (coded as above)
> 
> . generate byte k = 1
> 
> . eq cons: k
> 
> . eq age: age
> 
> . gllamm weight age _Igirl_1 _IgirXage_1, i(id) nrf(2) eqs(cons age) family(gaus
>> sian) link(log) adapt nolog
> 
> number of level 1 units = 198
> number of level 2 units = 68
> 
> Condition Number = 9.3286288
> 
> gllamm model
> 
> log likelihood = -369.79782
> 
> ------------------------------------------------------------------------------
>      weight |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>         age |   .3312893   .0187497    17.67   0.000     .2945405     .368038
>    _Igirl_1 |  -.0874049   .0484338    -1.80   0.071    -.1823335    .0075236
> _IgirXage_1 |   .0047005   .0276294     0.17   0.865    -.0494521    .0588531
>       _cons |    1.82589   .0329648    55.39   0.000      1.76128      1.8905
> ------------------------------------------------------------------------------
> 
> Variance at level 1
> ------------------------------------------------------------------------------
> 
>  2.0966596 (.2469165)
> 
> Variances and covariances of random effects
> ------------------------------------------------------------------------------
> 
> 
> ***level 2 (id)
> 
>    var(1): .00263901 (.00311924)
>    cov(2,1): .00065959 (.00057154) cor(2,1): 1
> 
>    var(2): .00016486 (.00043059)
> ------------------------------------------------------------------------------
> 
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