Re: st: gllamm level 3 model

[Alexander Staus <alexander.staus@uni-hohenheim.de>]

Hi Claudio,

I followed mainly gllamm manual and some examples on their website:
http://www.gllamm.org/examples.html

I think you can also try the "mixlogit" command in stata for your model.

Greetings,
Alex


Claudio Cruz Cazares schrieb:
> Hi Alex,
>
> Thank you so much for your answer. I was following gllamm manual examples for multinomial logit, that's why I used "fam (binom)". I try again as you said and I got a satisfactory output. I don't really understand why.
>
> Could you recommend me a specific literature on this subject?, 
> Thank you again,
>
> Claudio
>
>
>
> ----- Mensaje original -----
> De: Alexander Staus <alexander.staus@uni-hohenheim.de>
> Fecha: Martes, Septiembre 23, 2008 2:56 pm
> Asunto: Re: st: gllamm level 3 model
>
>   
> > Hi Claudio,
> >
> > I think you are right with your level 2 model, but why do you use 
> > "fam(binom)"? Try:
> >
> > gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi) link 
> > (mlogit) 
> > base(1) nocorr adap nip(4) nrf(3) eqs (a2 a3 a4) trace
> >
> > Good luck,
> > Alex
> >
> >
> >     
> > > Hi to all,
> > >
> > > I’m running a multinomial regression model with random effects 
> > >       
> > using gllamm and some doubts have come to me. I really would 
> > appreciate your help.
> >     
> > > I have a panel data of 17785 observations of 2475 firms during a 
> > >       
> > 14 years period with a polytomous dep_var with four categories. 
> > That would be a level 3 model, observation nested in firms nested 
> > in years, isn’t it?
> >     
> > > When I try the next syntax, the level 1 and level 2 have the 
> > >       
> > same number of observations!!
> >     
> > > gllamm AID PERSOC IPNCL1 IPNFL1 IPNML1 InFIDT, i(Identi year) 
> > >       
> > link (mlogit) base (1) fam (binom) nocorr adap nip (4) nrf (2 1) 
> > eqs (a2 a3 a4) trace
> >     
> > > number of level 1 units = 17785
> > > number of level 2 units = 17785
> > > number of level 3 units = 14
> > >
> > > Moreover, I’m trying to include random intercepts for each 
> > >       
> > alternative of the dependent variable at level 2 (firms) using eqs 
> > (a2 a3 a4) nrf (3 0) but this option is not allowed, since gllamm 
> > need to “split” the random effect in level 2 and 3. That is:
> >     
> > > ...eqs (a2 a3 a4) nrf (2 1)
> > >
> > > Random effects information for 3 level model
> > > -----------------------------------------------------------------
> > >       
> > ------------
> >     
> > > ***level 2 (Identi) equation(s):
> > >    (2 random effect(s))
> > >   
> > >    standard deviation for random effect 1
> > >    Ide1_1 : a2
> > >    standard deviation for random effect 2
> > >    Ide1_2 : a3
> > >
> > > ***level 3 (year) equation(s):
> > >    (1 random effect(s))
> > >
> > >    standard deviation for random effect 3
> > >    yea2_1 : a4
> > >
> > > But I’m not sure how to interpret this and if it is 
> > >       
> > theoretically correct.
> >     
> > > I had try to make a level 2 model by not considering the years 
> > >       
> > and then the number of units in level 1 and level 2 are correct.
> >     
> > > number of level 1 units = 17785
> > > number of level 2 units = 2475
> > >
> > > But what about the years???. Could I control for this by 
> > >       
> > including them in the fixed part of the model?
> >     
> > > Thank so much in advance
> > > Claudio
> > >       
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