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st: Mixing mlogit and gaussian in -gllamm-


From   Kristian Karlson <[email protected]>
To   [email protected]
Subject   st: Mixing mlogit and gaussian in -gllamm-
Date   Wed, 21 Jan 2009 18:58:31 +0100

Dear all,

Is anyone familiar with how to mix a multinomial logit and a ordinary
linear model in -gllamm-? More specifically, I want to mix a multinomial
and a gaussian distribution family (with links mlogit and identitity
respectively).

My problem is both at the data preparation stage and at the
specification of -gllamm-. Usually I expand the data to model the
mlogit, but when I have to combine this with a linear model as well, I
can't figure out exactly how to prepare the data and do the consequent
modeling in -gllamm-.

Generally, I think that my problem is how to use lv() and fv() - which
identifies the outcomes of interest - in combination with an expanded
data set, i.e., in combination with expand() in -gllamm-.

If anyone has tried such a thing in -gllamm-, I would very much like to
see their do-file. (I have spent a long time trying with either reshape
or expand, but I simply cannot get the basic clue as how to set up the
do-file).

All the best,
Kristian

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