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st: binary estimation via gllamm with mlogit


From   KONSTANTARAS KONSTANTINOS <[email protected]>
To   [email protected]
Subject   st: binary estimation via gllamm with mlogit
Date   Sat, 10 Jan 2009 21:07:56 +0200 (EET)

Dear statalisters,

further to the code provided by Sophia Rabe-Hesketh to  Kristian Karlson as a solution to his problem for simulataneous Multinomial Logit estimation with two Multinomials, (SV: st: Multinomial transition model with unobserved  heterogeneity) would anybody have any idea about estimating a gllamm multinomial model in expanded form for a binary (two categories) dv, using a three expanded options dataset?

The overall goal would be to estimate -what cannot be estimated according to gllamm manual- a mixed binomial - multinomial model, without using the fv() lv() specification which is not allowed for expanded datasets options in gllamm.

By using three categories of expanded data but a binary dependent variable for the first (alt=1) category with all the other (alt=2,3) observations equal to zero, the model estimates are not correct because computations are based on the full sample of three expanded categories and not of only one category -which could be e.g. obtained from a "gllamm l(logit)" specification for the one third of the observations.

As this code recently provided for two multinomials getting estimated simultaneously sounds promising, I wonder whether anyone had some suggestions on the problem I am encountering.

Many thanks,

Dino K.

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