The articles by Rabe-Hesketh and her colleagues listed on http://gllamm.org are good places to look.
I also think highly of Kenneth Train's Discrete Choice with Simulation, 2003, Cambridge, which can be found on his Berkeley economics department web page or purchased for a very low price from the usual places.
-----Original Message-----
From: "Claudio Cruz Cazares" <[email protected]>
To: [email protected]
Sent: 9/24/2008 4:58 AM
Subject: Re: st: gllamm level 3 model
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 <[email protected]>
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,
> >
> > Im 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, isnt 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, Im 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 Im 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
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> >
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
