Re: st: GLLAMM: how fast for models with latent variables?

[Jean-Benoit Hardouin <jean-benoit.hardouin@club-internet.fr>]

Dear Philippe,
For a comparison, I use GLAMM to estimate parameters of an Multidimensional 
Item Response Model. I use generally simulated data with 2000 individuals. 
I model their response to 14 dichotomous items. I model 2 latent traits and 
none covariate.

I use 12 adaptive quadrature points per dimension (I have read that, where 
the dimension is 1 or 2, we can use a small number of quadrature points, so 
I could use less of 12 points).

I have a PC candenced to 1GHz and 512 Mo RAM.

Each estimation take until 45 minutes. With my old PC (Pentium 133MHz, 32 
Mo RAM), the same process take more of 5 hours.

So your time of computing seem to me logical.

So I actually work to estimate the parameters of my model with GEE (15 
seconds) and to estimate a posteriori the marginal likelihood by gaussian 
quadratures (only one use of the quadrature, no more at each step of the 
estimation procedure).

Jean-Benoit Hardouin,
Regional Observatory of Health
Hospital of Orléans, France

On Mon, 20 Oct 2003 09:50:52 +0200, Philippe Huber 
<philippe_huber@freesurf.ch> wrote:


> Hello all,
> I am just new here. I started using Stata this week because I want to
> estimate models with latent variables. I'm trying to use gllamm and I am
> a little bit confused.
> My model is rather simple: there are 10 manifest variables (5 normal and
> 5 binomial), 2 latent variables (or factors) and no covariates. I
> experienced that the latent variables have free variance and the first
> loading for each is set to 1. Is it possible to free these loadings and
> set the factors variances to 1?
> Secondly, I used 8 adaptive quadrature points and my sample is only 60
> observations big. Is it normal that Stata needs about 25 minutes to find
> a result (I have a 1900MHz CPU)? Am I doing something wrong?
> I thank you for you help.
> Sincerely
> Philippe Huber
> Department of Econometrics
> University of Geneva
> Switzerland

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