-mixlogit- has a very nice STJ paper associated with it. Author is Arne Rise Hole; see the archives for a link to his web page. (I am on handheld and can't Google it easily)
-----Original Message-----
From: "Alexander Staus" <[email protected]>
To: [email protected]
Sent: 9/24/2008 7:36 AM
Subject: Re: st: gllamm level 3 model
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 <[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,
>>>
>>> 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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