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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: multinomial logistic regression with RE using gllamm |
Date | Thu, 25 Apr 2013 09:40:14 +0100 |
You asked three questions. I'll peel off the one I can answer, #1. -year- could be a valid predictor to be added to your variable list. That depends on whether you think that the response is varying with -year-. That's a substantive question depending on what you think is happening to generate the dataset. We can't answer that for you. Naturally, the character of any dependence on -year- needs to be thought through as well. Nick njcoxstata@gmail.com On 25 April 2013 09:26, Andreas Schiffelholz <Andreas.Schiffelholz@gmx.de> wrote: > I'm working with a unbalanced panel dataset (x: companies; t:years) and two > models with ordinal (2) / nominal (3) responses. While I have no problem in > calculating the results of the ordinal models using a -logit, cluster > (company)- approach for pooled and an -xtlogit, re vce(bootstrap)- approach > for the random effects model, I strugle with the calculation of the > multinomial logistic regression. I calculate the pooled model using the > -mlogit, cluster (company)- command. For the multinomial logistic regression > with random effects I uderstand that I need to use -gllamm-, because this is > not implemented in the standard Stata program. > > I'm using the following command: > -gllamm varlist, i(Company) base(0) link(mlogit) family(binom) nip(12) adapt > trace- > > 1. Do I need to specify the "year" variable somehow? I already have the > -xtset Company Year, yearly- command in my .do file, for the previous > -xtlogit- command-, but I wonder if I need to specify it again just as i > specified the Company variable by the -i(Company)- option > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/