Re: st: gllamm or xtmixed models?

[Carlos Avellaneda Suárez <carlos.avellaneda8@gmail.com>]

I agree with Richard (to me it wasn't clear enough Antonio's first
question to begin with), and I would also suggest to both Alfonso and
Antonio to read the Stata Multilevel Mixed-Effects Reference Manual
available at http://www.stata.com/manuals13/me.pdf in order to avoid
further confusion (in pg. 285 you can read about the -mixed- command).
And just to stress out what Richard just wrote, the model
specification proposed by Antonio is, at least, feasible (if it is
correct or not depends on Antonio's data):
xtmixed depression x1 x2 x3 || country: x2

Best regards,
Carlos

2014-02-03 Carlos Avellaneda Suárez <carlos.avellaneda8@gmail.com>:
> I agree with Richard (to me it wasn't clear enough Antonio's first question
> to begin with), and I would also suggest to both Alfonso and Antonio to read
> the Stata Multilevel Mixed-Effects Reference Manual available at
> http://www.stata.com/manuals13/me.pdf in order to avoid further confusion
> (in pg. 285 you can read about the -mixed- command). And just to stress out
> what Richard just wrote, the model specification proposed by Antonio is
> correct:
> xtmixed depression x1 x2 x3 || country: x2
>
> Best regards,
> Carlos
>
>
> 2014-02-03 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
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