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Re: st: XTReg re/mle clustered & weighted models
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: XTReg re/mle clustered & weighted models
Date
Tue, 21 Dec 2010 14:17:31 -0600
It is not very quick indeed. You would want to run -xtmixed- with
weights to get the point estimates, and then start -gllamm- from those
estimates using -from()- option, as basically, you mainly want to
correct the standard errors for clustering. That will give you the
results before Christmas!
I am pretty sure -gllamm- does not care about -tsset- though.
On Tue, Dec 21, 2010 at 1:13 PM, Castle, Melissa H <[email protected]> wrote:
> Hi Stas (& stata-listers),
>
> Thanks for the suggestion – I installed gllamm, and am trying to run it.
> I’m running a very basic “trial” model before I do my main runs, but It’s
> taking FOREVER to iterate. The syntax I’m using is:
>
> ****identifying data as panel data*****
> Tsset c_id index1
>
> ***basic model***
> Gllamm [outcome] [variable], i(childid schoolid) pweight(we)
>
> Is there a faster way to run weighted, clustered, random-effects regressions
> using panel data? This very basic model has taken three hours in gllamm,
> and is still iterating. I’m not convinced it will converge before I finish
> graduate school (eek!).
>
> Thanks for the help!
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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