On 2004-07-16, at 22.51, David Airey wrote:
I have N white bags and N black bags filled with 1000 marbles each.
Marbles comes in 10 colors. There is bag to bag variation in the
proportion of each color marble in a bag, and an unknown white and
black bag treatment effect on the distribution of proportions of
marbles. I only get to sample X marbles per bag.
You might want to have a look at -gllamm-. It will enable you to
specify your problem as a multi-level model.
. gllamm marblecolor treatment , i(marbleid bagid) link(mlogit)
fam(bin) adapt trace
The above statement will give you random intercepts for bagid that
will allow bags to vary in propensity for different colors.
. gllamm marblecolor treatment , i(marbleid bagid bagcolor)
link(mlogit) fam(bin) adapt trace
The above statement will in addition give you a random intercept for
bagcolor.
-gllamm- is not very fast, and what I have seen from your earlier
postings (on ANOVA) you might sit on quite a number of marbles. There
are techniques to speed up -gllamm- by -contract- data and use
frequency weights. I think you should have a close look at them. For
your data it might improve speed ten times or even more. The speed of
-gllamm- is almost proportional to the number of (weighted)
observations in the dataset.
Also, I have no personal experience from using an _mlogit_ link but I
suspect that this model will be very complicated , especially if you
have 10 colors on your marbles. You might want to look at other ways of
specifying you problem.
-gllamm- is extremely flexible and comes with a wide variety of link
functions. I'm sure you can find a way to specify your model with
-gllamm- but you might also want to have a talk with your boss so he
can hook you up with a super computer. My own experience is that
sometimes you have to allow -gllamm- to work for a few days before you
have the answer. But then, it is a really good answer.
I'm going on vacation so I will not be able to continue this discussion
however, I'm a curious guy. You are very welcome to e-mail me in
private with your experiences in using -gllamm- with marbles. I will
respond in a few weeks.
There is a -gllamm- manual at www.gllamm.org that will give more
information than the help file. There is also a book on -gllamm- due
this year at Stata Press. And also this book that are very good on the
technical aspects: http://www.stata.com/bookstore/glvm.html
Michael
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