Rudy Espino received a conformability error with -gllamm- in a random-effects logistic
regression that seemed to work with -xtlogit-. It seems that he suspects that -gllamm-
handles collinear predictor (independent) variables differently from the way that -xtlogit-
does.
------------------------begin excerpt of posting--------------------------------
I have panel-data (2 level model) with binary outcomes. In using 'xtlogit', I can include
an entire set of mutually exclusive dummies (e.g., if there are three dummies for race,
you can include all three). In the equivalent 'gllamm' model, I receive a conformability
error. In most other Stata commands (e.g., regress) Stata catches your error and will
automatically drop one of the variables for you.
I was curious as to why 'xt' would allow the entire set of categorical indicators and why
'gllamm' does not.
--------------------------end excerpt of posting--------------------------------
I'm sure that there are a number of conditions that give rise to unconformable matrixes
in -gllamm-'s execution and, for all I know, certain circumstances of nearly collinear
variables might be among them. But an attempt (see illustration.do below) to produce a
conformability error with deliberate collinear and near-collinear variables doesn't.
Instead, with a collinear variable, -gllamm- traps the error with the following error
message:
variables have been dropped, can't continue
r(198);
If you need to trap collinear variables prior to using -gllamm-, you can use -_rmcoll- as
illustrated below.
Joseph Coveney
------------------------begin illustration.do---------------------------------
set more off
sysuse nlsw88, clear
xi: xtlogit never_married i.race, i(industry) nolog
xi: gllamm never_married i.race, i(industry) family(binomial) ///
link(logit) nolog
*
* Creating collinear variable
*
generate byte bla=race==2
xi: xtlogit never_married i.race bla, i(industry) nolog
capture noisily xi: gllamm never_married i.race bla, i(industry) ///
family(binomial) link(logit) nolog
display _rc
_rmcoll _I* bla
gllamm never_married `r(varlist)', i(industry) family(binomial) ///
link(logit) nolog
*
* Modifying collinear to near-collinear
*
set seed 20030211
replace bla=bla==0 if uniform()>0.999
xi: xtlogit never_married i.race bla, i(industry) nolog
xi: gllamm never_married i.race bla, i(industry) ///
family(binomial) link(logit) nolog
exit
--------------------------end illustration.do---------------------------------
*
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