Re: st: Conditional expectations for each latent class with gllapred

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

Stas,

Thanks. My bad with the datafile. It is

webuse union, clear
sample 25
gllamm union age grade year, i(idcode) ip(f) nip(2) l(logit) f(binom)

After quite some googling, I learned that -gllapred- option -us()- may 
be the right thing for me. I came to that conclusion by reading 
http://www.stata.com/meeting/2nasug/lclass.pdf, not the helpfile (which 
I find a bit difficult to understand, at least the -us()- option). I 
will also look into your suggestion about manipulating -gllapred- using 
option -from()-.

Thanks.

Kristian



Den 30-12-2010 16:37, Stas Kolenikov skrev:
> On Thu, Dec 30, 2010 at 3:06 AM, Kristian Karlson
> <kristian.karlson@gmail.com>  wrote:
> > I have run the following -gllamm- model in Stata. It is a finite mixture
> > binary logit model with two latent classes:
> >
> > use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta, clear
> > sample 25
> > gllamm union age grade year, i(idcode) ip(f) nip(2) l(logit) f(binom)
> >
> > I am interested in the conditional expectation for latent class: Pr(Union =
> > 1 | u_1) and Pr(Union = 1 | u_2), where u_1 is latent class 1 and u_2 is
> > latent class 2.
> >
> > I have looked at -gllapred-, but haven't been able to compute these. My idea
> > was to use options mu and marg, but these probabilities are the mixed
> > probabilities, not the ones from each component.
>
> Your example does not run:
>
> . gllamm union age grade year, i(idcode) ip(f) nip(2) l(logit) f(binom)
> variable union not found
> r(111);
>
> You probably meant a different data set.
>
> Note that this is a pretty restrictive model in which the effects of
> the predictors are kept constant across classes, and the difference is
> only via a shift.
>
> You might be able to manipulate -gllapred- using -from()- option. For
> that, you can create two matrices with the estimated point masses and
> their weights fixed to one and the other class. Just a suggestion, I
> never worked with mixture models using -gllamm-.
>
> Your other option is to use -fmm- package that might provide
> additional flexibility if it supports -logit- link (or an analogue
> of).
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