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Re: st: Problem with variables in glamm


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Problem with variables in glamm
Date   Mon, 07 Oct 2013 09:04:00 -0500

Actually, it sounds to me like Alice wants to run a fractional logit model, where the dependent variable ranges between 0 and 1. This could be for something like, say, proportion of employees who participate in a pension plan. glm can run such models (for non-panel data). But if you tried to run that same model with logit, all of the non-zero non-missing cases would get recoded to 1. I don't know gllamm but it sounds like gllamm may work more like logit that it does glm. Even if gllamm seems to be running I would want to make sure all the non-zero cases aren't getting recoded to 1.

At 07:30 AM 10/7/2013, William Buchanan wrote:
If your dependent variable is binary (like it is implied by the info you provide), then the only values it should take are 0 & 1. Beyond that it isn't exactly clear what your specific problem is. You should also include the _exact_ syntax you enter and the exact message/output provided by Stata.

Sent from my iPhone

> On Oct 7, 2013, at 6:53, "Alice Dalton (MED)" <A.Dalton@uea.ac.uk> wrote:
>
> Dear Statlist,
>
> I'm having a problem with the gllamm program (family(binomial) link(logit)).
>
> 1. My dependant variable (a proportion) will only work if the variable contains a zero, otherwise I get an r(2000) (no observations) error
>
> 2. Adding binary explanatory variables (eg a health variable where 1 excellent, 0 not excellent) results in the message 'variables have been dropped, can't continue' and an r(198) error. The null model works; the null model works with continuous variables added in; the null model plus one or more binary variables fails.
>
> The command I am using is gllamm [depvar] [varlist], i(ParticipantId) family(binomial) link(logit). I have 276 cases and 129 variables (not all of which are added to the model).
>
> If anyone with experience of gllamm has an idea of what is happening here, I would be most grateful to hear it.
>
> Thank you!
>
> Alice Dalton
>
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Richard Williams, Notre Dame Dept of Sociology
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