i don't know any commands in stata that will give you the estimates you
want (other than -gllamm- and -xtlogit-).
the HLM software package will give you PQL and Laplace estimates for
multilevel logistic models. if you have HLM v. 6 installed on your
machine, you can run HLM from within stata (v8+) using the -hlm- command
(downloadable from SSC by typing "ssc install hlm").
i'm pretty sure MlWin will give you MCMC estimates, though i've never
used it.
sean.
_____________________________
please note new contact information:
_____________________________
sean f. reardon
associate professor of education and (by courtesy) sociology
school of education
485 lasuen mall, #315
stanford university
stanford, ca 94305-3096
650.736.8517 (office phone)
650.725.7412 (office fax)
[email protected]
_____________________________
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Bryan W.
Griffin
Sent: Monday, April 25, 2005 7:20 AM
To: [email protected]
Subject: st: Logistic Regression Mixed Models
Hi all --
I'm am interested in estimating logistic regression models with random
effects and comparing estimates from xtlogit and gllamm to estimates
obtained from other estimation approaches such as marginal
quasi-likelihood
(MQL), penalized or predictive quasi-likelihood (PQL),
Laplace approximation, or Markov chain Monte Carlo algorithms.
Can anyone point me toward modules, ado files, or anything that can run
in
Stata to obtain such estimates?
___________________________________________________________________
Bryan W. Griffin
Curriculum, Foundations, & Reading
P.O. Box 8144
Georgia Southern University
Statesboro, GA 30460-8144
Phone: 912-681-0488
E-Mail: [email protected]
WWW: http://coe.georgiasouthern.edu/foundations/bwgriffin/
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