Re: st: gllamm or xtmixed models?

[Richard Goldstein <richgold@ix.netcom.com>]

I have been confused by much of this discussion; I suggest looking at
the help file (for -mixed-) which includes the following example:

Random-intercept and random-slope (coefficient) model
        . mixed ln_w grade age c.age#c.age ttl_exp tenure
c.tenure#c.tenure || id: tenure

Rich

On 2/3/14, 4:11 PM, Alfonso Sánchez-Peñalver wrote:
> Hola Antonio,
> 
> the short answer is no, because you can’t have a fixed and random slope at the 
same time. Including country after the colon indicates that the slope on
x2 is a
random variable across countries. Including it in the main equation you
assume that
it is a fixed parameter. It can’t be both.
> 
> Best,
> 
> Alfonso Sánchez-Peñalver, PhD
> 
> Visiting Assistant Professor
> Suffolk University
> Senior Instructor
> UMass Boston
> 
> 
> 
> On Feb 3, 2014, at 2:41 PM, Antonio Rodriguez Andres <Antonio.Andres@emu.edu.tr> wrote:
> 
>> Alfonso
>>
>> Can I specify the following model in xtmixed
>>
>> xtmixed depression x1 x2 x3 || country : x2
>>
>> Is incorrect to assume that the variable x2 (age let us say) vary across
>> countries (random slope) and at the same time is included as regressor?
>>
>> Antonio
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Antonio Rodriguez
>> Andres
>> Sent: Friday, January 31, 2014 11:27 AM
>> To: statalist@hsphsun2.harvard.edu
>> Subject: RE: st: gllamm or xtmixed models?
>>
>> Alfonso
>>
>> Thank you for your answer. As far as I understood, as the observations are
>> clustered within countries. I have to account this in my model and use a two
>> multilevel model. What I can try is a fixed effects model with clustering at
>> country level
>>
>> xtreg dv iv, fe vce (cluster country)
>>
>> I should also use the xtset command but I do not have a real panel. Usually
>> we declare with xtset id year (both dimensions of the panel data ) but here
>> it is only a cross section
>>
>> Can I type
>>
>> xtset id  country  (1 level and second level)?
>>
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Alfonso
>> Sánchez-Peñalver
>> Sent: Thursday, January 30, 2014 10:31 PM
>> To: Stata List
>> Subject: Re: st: gllamm or xtmixed models?
>>
>> Hi again Antonio,
>>
>> I haven't used -gllamm- (SSC) but my understanding is that you will also be
>> able to estimate the random effects with it. The fixed effects can be
>> estimated in two different ways:
>>
>> 1. Pooled OLS (-regress-) with a dummy variable for each country and no
>> constant (-nocons- option) 2. -xtreg- with fe option
>>
>> For the second option you will have to first use -xtset- to identify which
>> is the level 2 (cluster) variable (country) and the level 1 variable (the
>> individuals).
>>
>> As for random slopes, consider the random effects model. The random effects
>> model assumes that the intercept is a random variable across countries. What
>> if the intercept is not the only thing that varies across countries? What if
>> the effect (slope) of a certain variable (age let's say) also varies across
>> countries? You can include that variable in the random part of the command
>> to let the slope be a random variable as well. So for example, going back to
>> your syntax, assume that you believe the coefficient on x2 to be random as
>> well, you can type:
>>
>> xtmixed depression x1 x3 || country: x2
>>
>> Best,
>>
>> Alfonso Sánchez-Peñalver, PhD
>>
>> Visiting Assistant Professor
>> Suffolk University
>> Senior Instructor
>> UMass Boston
>>
>>
>>
>> On Jan 30, 2014, at 3:09 PM, Antonio Rodriguez Andres
>> <Antonio.Andres@emu.edu.tr> wrote:
>>
>>> Alfonso
>>>
>>> Thank you for your answer.  On this way, can I estimate the fixed 
>>> effects for each country? What do they mean by random slopes for all data?
>>> This can be done using the xtmixed or gllamm command?
>>>
>>>
>>>
>>> -----Original Message-----
>>> From: owner-statalist@hsphsun2.harvard.edu
>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Alfonso 
>>> Sánchez-Peñalver
>>> Sent: Thursday, January 30, 2014 9:58 PM
>>> To: Stata List
>>> Subject: Re: st: gllamm or xtmixed models?
>>>
>>> Hola Antonio,
>>>
>>> I believe the correct syntax for the random effects model estimated 
>>> via maximum likelihood would be
>>>
>>> xtmixed depression x1 x2 x3 || country:
>>>
>>> Alfonso Sánchez-Peñalver, PhD
>>>
>>> Visiting Assistant Professor
>>> Suffolk University
>>> Senior Instructor
>>> UMass Boston
>>>
>>>
>>>
>>> On Jan 30, 2014, at 2:52 PM, Antonio Rodriguez Andres 
>>> <Antonio.Andres@emu.edu.tr> wrote:
>>>
>>>> Dear stata users
>>>>
>>>> I want to estimate multilevel models as I have observations for 
>>>> individuals across countries.  My dependent variable İs a measure of 
>>>> mental health ranging from 0 to 24. I want to use hierarchical linear 
>>>> models with fixed effects and random effects for countries. The 
>>>> correct syntax is:
>>>>
>>>> xtmixed depression   x1 x2 x3   || i(country)
>>>>
>>>> Any clue
>>>>
>>>> Regards
>>>>
>>>> Antonio
*
*   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/