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st: gllamm and geqs
From
Jonas Krüger <[email protected]>
To
[email protected]
Subject
st: gllamm and geqs
Date
Wed, 20 Nov 2013 17:37:13 +0100
Hi everyone,
I have a specific question about the gllamm program for discrete
choice models with random coefficient.
My model is based on the random utility equation and a household can
choose between different alternatives.
Utility depend therefore on income, leisure time of male and female
and household characteristics.
My question is about the geqs option of gllamm. I want to estimate a
random slope for the income preference.
E.g.
eq f1: age_m age_f education_m education_f
eq y: y
gllamm alt y ysq lm ylm ylf lf lmlf, i(id) expand(Hc choice o)
link(mlogit) nrf(1) eqs(y) geqs(f1) ip(g) nip(15) trace adapt nocons
As far es I understood it f1 defines the stage 2 equation for the
random coefficient y. But is this the same as a reduced form model,
such as I would include age_m*y etc into the stage 1 equation and they
do not vary across household? Or are they only a specific regression
to determine the random slope of y?
Thanks in advance
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