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st: can Stata be used for this problem


From   Hey Sky <[email protected]>
To   statalist <[email protected]>
Subject   st: can Stata be used for this problem
Date   Mon, 7 Jun 2010 10:20:47 -0700 (PDT)

Hey Statalisters

I try to analyze immigrants' decision on training but do not know whether Stata can be used or not. 
I have read GLAMM manual but it seems it cannot (maybe I am wrong, plz remind me if so). 
so, what command/s would suit to my model? any suggestion are appreciated. 

here is my model:
Vijt = X*beta + ipsilon_ijt
ipsilon_ijt = mu_j + sigma_t

where i means individual, j the decision/choice and t the period.
thus Vijt is the utility individual i can get from choice j at time t.
X are know vector of variables with parameter vector beta

ipsilon is the residual which consist of a well behaved sigma and 
unkonw hetrogeneity among individuals mu, which have the form
mu_j = alpa_j + gama_j*eta

eta is individual types. that is, the intercept and slope of the laten 
variable mu both depend on the his/er choice. the model will be
Vijt = X*beta + alpa_j + gama_j*eta + sigma_t

alpa, beta, gama are parameters that need to be estimated.

from the Gllamm manual, I think it is only suit to models which the 
mu does not change along the choice.

I wish I made my research quesiton clear. if not, I will try again.

any suggestion are really appreciated. 

if Stata doesn't fit in this model and there is some other software could, 
plz feel free to mention them. thanks a lot for that. 

Nan
from Montreal 




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