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RE: st: gllamm or xtmixed models?
From
"Antonio Rodriguez Andres" <[email protected]>
To
<[email protected]>
Subject
RE: st: gllamm or xtmixed models?
Date
Tue, 4 Feb 2014 16:11:28 +0200
Thank you Carlos and Richard
All models are feasible but what do you mean depends on Antonio's data. I am using individual level data from the European Social Survey for 23 countries.
The dependent variable is the depression score that is assumed to differ across gender. But I am not sure which specification should be use. Could you please help me with that?
xtmixed depression gender age || country:
xtmixed depression gender age || country: gender
xtmixed depression age || country: gender
Antonio
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Carlos Avellaneda Suárez
Sent: Tuesday, February 04, 2014 12:05 AM
To: [email protected]
Subject: Re: st: gllamm or xtmixed models?
I agree with Richard (to me it wasn't clear enough Antonio's first question to begin with), and I would also suggest to both Alfonso and Antonio to read the Stata Multilevel Mixed-Effects Reference Manual available at http://www.stata.com/manuals13/me.pdf in order to avoid further confusion (in pg. 285 you can read about the -mixed- command).
And just to stress out what Richard just wrote, the model specification proposed by Antonio is, at least, feasible (if it is correct or not depends on Antonio's data):
xtmixed depression x1 x2 x3 || country: x2
Best regards,
Carlos
2014-02-03 Carlos Avellaneda Suárez <[email protected]>:
> I agree with Richard (to me it wasn't clear enough Antonio's first
> question to begin with), and I would also suggest to both Alfonso and
> Antonio to read the Stata Multilevel Mixed-Effects Reference Manual
> available at http://www.stata.com/manuals13/me.pdf in order to avoid
> further confusion (in pg. 285 you can read about the -mixed- command).
> And just to stress out what Richard just wrote, the model
> specification proposed by Antonio is
> correct:
> xtmixed depression x1 x2 x3 || country: x2
>
> Best regards,
> Carlos
>
>
> 2014-02-03 Richard Goldstein <[email protected]>:
>
>> I have been confused by much of this discussion; I suggest looking at
>> the help file (for -mixed-) which includes the following example:
>>
>> Random-intercept and random-slope (coefficient) model
>> . mixed ln_w grade age c.age#c.age ttl_exp tenure
>> c.tenure#c.tenure || id: tenure
>>
>> Rich
>>
>> On 2/3/14, 4:11 PM, Alfonso Sánchez-Peñalver wrote:
>> > Hola Antonio,
>> >
>> > the short answer is no, because you can’t have a fixed and random
>> > slope at the
>> same time. Including country after the colon indicates that the slope
>> on
>> x2 is a
>> random variable across countries. Including it in the main equation
>> you assume that it is a fixed parameter. It can’t be both.
>> >
>> > Best,
>> >
>> > Alfonso Sánchez-Peñalver, PhD
>> >
>> > Visiting Assistant Professor
>> > Suffolk University
>> > Senior Instructor
>> > UMass Boston
>> >
>> >
>> >
>> > On Feb 3, 2014, at 2:41 PM, Antonio Rodriguez Andres
>> > <[email protected]> wrote:
>> >
>> >> Alfonso
>> >>
>> >> Can I specify the following model in xtmixed
>> >>
>> >> xtmixed depression x1 x2 x3 || country : x2
>> >>
>> >> Is incorrect to assume that the variable x2 (age let us say) vary
>> >> across countries (random slope) and at the same time is included
>> >> as regressor?
>> >>
>> >> Antonio
>> >>
>> >> -----Original Message-----
>> >> From: [email protected]
>> >> [mailto:[email protected]] On Behalf Of Antonio
>> >> Rodriguez Andres
>> >> Sent: Friday, January 31, 2014 11:27 AM
>> >> To: [email protected]
>> >> Subject: RE: st: gllamm or xtmixed models?
>> >>
>> >> 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
>> *
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