Re: AW: st: gllamm, multilevel conditional logit

[Jonas Krueger <jonas.krueger.h71@gmail.com>]

You are using ID as an real ID and also as the the actual response in your expanded syntax? 
 

>> i(id region) noconstant ///
>>      nrf(2 2) eq(gam1 gam2 gam1 gam2) ///
>>                expanded(id choice o) 


Maybe this is causing trouble. 

> On 26.11.2013, at 23:03, <david.glauser@edu.unibe.ch> wrote:
> 
> Thanks for your comment.
> 
> My expand-syntax is "expanded(id choice o)". "id" is used as identifier for what is called "response" in the help file. My variable "choice" equals 1 if the alternative is selected. In the single-level model I do get identical results with asclogit and gllamm with the mentioned expand-specification. Why do you think the expand-specification is wrong?
> 
> David
> 
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Jonas Krueger
> Gesendet: Dienstag, 26. November 2013 17:19
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: gllamm, multilevel conditional logit
> 
> Hi. From a quick Look i guess your expand Syntax is wrong. Check the help file. 
> 
>> On 25.11.2013, at 16:12, <david.glauser@edu.unibe.ch> wrote:
>> 
>> Dear Users,
>> I'm using -gllamm expand() link(mlogit)-  with Stata13 and getting a result I know is wrong, so I know I'm misunderstanding something with the equation-specification.
>> 
>> I have data on educational track decision, including alternative-specific and case-constant variables on individual and regional level, and would like to use gllamm to estimate a 3-level discrete choice model with fixed-effects and random effects on individual and region-level. So far I have just found stata-syntax on British election data from Skrondal & Rabe-Hesketh (2004, http://www.gllamm.org/books/readme.html#13.4, Model M23(c)), which comes close to what I would like to do.
>> 
>> My data is in long form and consists for each student 3 rows for the 3 educational alternatives/modes (track1, track2, track3), from which students had to choose one, as well as a dummy-variable choice, which indicates the chosen track by the student. I use 2 alternative-specific variables (as1, as2) as well as case constant variables for egp-class and math-grades on individual-level and 2 variables on the region-level (reg1, reg2).
>> 
>> I first fitted single-level models without the variables on the region-level using asclogit and gllamm with the syntax below - the results are identical and in line with theory:
>> 
>> asclogit choice as1 as2 , casevars(math egp2 egp34 egp567) ///
>>                case(id) alternative(alt)  basealternative(1) vce(cluster id) nolog
>> 
>> gllamm alt as1 as2 ///
>>      alt2Xmath alt2Xegp2 alt2Xegp34 alt2Xegp567 alt2 ///
>>      alt3Xmath alt3Xegp2 alt3Xegp34 alt3Xegp567 alt3 ///
>>      i(id) link(mlogit) expanded(id choice o) noconstant cluster(id) robust init
>> 
>> The second step would now be to estimate a 3-level conditional logit-model, including fixed-effects for alternative and case-constant variables and a random part on the  student and region-level: 
>> 
>> eq gam1: alt2 
>> eq gam2: alt3
>> 
>> gllamm alt as1 as2 ///
>>      alt2Xreg1 alt2Xreg2 alt2Xmath alt2Xegp2 alt2Xegp34 alt2Xegp567 alt2 ///
>>      alt3Xreg1 alt3Xreg2 alt3Xmath alt3Xegp2 alt3Xegp34 alt3Xegp567 alt3 ///
>>      i(id region) noconstant ///
>>      nrf(2 2) eq(gam1 gam2 gam1 gam2) ///
>>                expanded(id choice o) f(binom) link(mlogit) adapt trace
>> 
>> Questions:
>> 1. I am not sure whether I have to include the alternative-specific constant variables (alt2, alt3) in the model, when I also use them in the equation-specification? If I do not, some of the fixed-effects estimates change their direction and are no longer in line with theory and expectations.
>> 2. I am not sure whether I really need a 3-level model, since the data on the chosen track is clustered within students. Because in gllamm the cluster-option is only available on the highest hierarchy-level, I so far cannot see a solution to estimate a model with clustered-student information on level 1 and a region-information on level 2.
>> 
>> I would be very thankful for comments on my gllamm-syntax and questions.
>> Kind regards
>> David
>> 
>> 
>> 
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/