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Re: st: gllamm or xtmixed models?
From
Alfonso Sánchez-Peñalver <[email protected]>
To
Stata List <[email protected]>
Subject
Re: st: gllamm or xtmixed models?
Date
Thu, 30 Jan 2014 15:31:09 -0500
Hi again Antonio,
I haven’t used -gllamm- (SSC) but my understanding is that you will also be able to estimate the random effects with it. The fixed effects can be estimated in two different ways:
1. Pooled OLS (-regress-) with a dummy variable for each country and no constant (-nocons- option)
2. -xtreg- with fe option
For the second option you will have to first use -xtset- to identify which is the level 2 (cluster) variable (country) and the level 1 variable (the individuals).
As for random slopes, consider the random effects model. The random effects model assumes that the intercept is a random variable across countries. What if the intercept is not the only thing that varies across countries? What if the effect (slope) of a certain variable (age let’s say) also varies across countries? You can include that variable in the random part of the command to let the slope be a random variable as well. So for example, going back to your syntax, assume that you believe the coefficient on x2 to be random as well, you can type:
xtmixed depression x1 x3 || country: x2
Best,
Alfonso Sánchez-Peñalver, PhD
Visiting Assistant Professor
Suffolk University
Senior Instructor
UMass Boston
On Jan 30, 2014, at 3:09 PM, Antonio Rodriguez Andres <[email protected]> wrote:
> Alfonso
>
> Thank you for your answer. On this way, can I estimate the fixed effects
> for each country? What do they mean by random slopes for all data?
> This can be done using the xtmixed or gllamm command?
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Alfonso
> Sánchez-Peñalver
> Sent: Thursday, January 30, 2014 9:58 PM
> To: Stata List
> Subject: Re: st: gllamm or xtmixed models?
>
> Hola Antonio,
>
> I believe the correct syntax for the random effects model estimated via
> maximum likelihood would be
>
> xtmixed depression x1 x2 x3 || country:
>
> Alfonso Sánchez-Peñalver, PhD
>
> Visiting Assistant Professor
> Suffolk University
> Senior Instructor
> UMass Boston
>
>
>
> On Jan 30, 2014, at 2:52 PM, Antonio Rodriguez Andres
> <[email protected]> wrote:
>
>> Dear stata users
>>
>> I want to estimate multilevel models as I have observations for
>> individuals across countries. My dependent variable İs a measure of
>> mental health ranging from 0 to 24. I want to use hierarchical linear
>> models with fixed effects and random effects for countries. The
>> correct syntax is:
>>
>> xtmixed depression x1 x2 x3 || i(country)
>>
>> Any clue
>>
>> Regards
>>
>> Antonio
>>
>>
>>
>> *
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>
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