Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: gllamm or xtmixed models?
From
"Antonio Rodriguez Andres" <[email protected]>
To
<[email protected]>
Subject
RE: st: gllamm or xtmixed models?
Date
Fri, 31 Jan 2014 11:26:37 +0200
Alfonso
Thank you for your answer. As far as I understood, as the observations are
clustered within countries. I have to account this in my model and use a two
multilevel model. What I can try is a fixed effects model with clustering at
country level
xtreg dv iv, fe vce (cluster country)
I should also use the xtset command but I do not have a real panel. Usually
we declare with xtset id year (both dimensions of the panel data ) but here
it is only a cross section
Can I type
xtset id country (1 level and second level)?
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Alfonso
Sánchez-Peñalver
Sent: Thursday, January 30, 2014 10:31 PM
To: Stata List
Subject: Re: st: gllamm or xtmixed models?
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
>>
>>
>>
>> *
>> * 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/
*
* 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/