Hi Christer,
You could also use my -mixlogit- module which was described in the
previous issue of the Stata Journal. This uses maximum simulated
likelihood rather than quadrature when estimating the model so is
faster than -gllamm- (although -gllamm- can obviously be used to
estimate a whole range of other models that -mixlogit- can't). An
update to the module was recently made available from the SSC archive:
type -ssc describe mixlogit- and follow the instructions to install. A
pre-publication draft version of the SJ paper is available from my
website (see below for the link).
The reason you didn't find -mixlogit- when searching the archives, by
the way, is that this model goes under a range of names including
mixed logit, random parameters logit and random coefficients logit...
Best wishes,
Arne
Dr Arne Risa Hole
Research Fellow
Centre for Health Economics
Alcuin 'A' Block
University of York
York YO10 5DD
UK
Tel: +44 (0)1904 321404
Email: [email protected]
Home page: http://www-users.york.ac.uk/~ah522/home.htm
On 24/10/2007, Maarten buis <[email protected]> wrote:
> --- Christer Thrane <[email protected]> wrote:
> > Is it possible to estimate the so-called random-coefficient
> > multinomial regression in Stata/GLAMM?
>
> Yes, this is discussed in section 9.3 of the -gllamm- manual, which you
> can download from www.gllamm.org .
>
> Hope this helps,
> Maarten
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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