st: Mixing mlogit and gaussian in -gllamm-

[Kristian Karlson <kristian.karlson@gmail.com>]

Dear Peter

Thank you for your comment. I will look into hurdle models. My initial 
question was, however, more about how to specifically combine data for 
-gllamm-. I want to model an educational choice process with several 
choices and, simultaneously, model determinants of ability test scores. 
Thus, I want to mix the two equations and capture unobserved 
heterogeneity from both models with two latent classes.

All the best,
Kristian

Lachenbruch, Peter skrev:
> This appears to be related to hurdle models (or two-part models) in
> which one models the dichotomy and the continuous parts separately and
> combines the test statistics.  When you have a probability mass and
> continuous part of a distribution, I'm not sure it makes sense to
> consider this as a mixture since the probability of 0 on the continuous
> part is 0.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kristian
> Karlson
> Sent: Wednesday, January 21, 2009 9:59 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Mixing mlogit and gaussian in -gllamm-
>
> 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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