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st: GLLAMM for multinomia logisic


From   "Pesola, Francesca" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: GLLAMM for multinomia logisic
Date   Tue, 25 Mar 2014 16:19:36 +0000

Hi STATAlisters, 

I have used gllamm to run a multinomial logistic regression with a 3-category DV and a 3-category predictor while accounting for clustering at the individual level (for repeated measures). I used the following syntax: 

xi: gllamm   sat3gw  i.topic3g_w, i(ID) init base(1) link(mlogit) family(binomial) which appears to run correctly:


Condition Number = 5.4910233
 
gllamm model
 
log likelihood = -2361.9757
 
------------------------------------------------------------------------------
      sat3gw |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
c2           |
_Itopic3g_~2 |  -.0239435   .1367381    -0.18   0.861    -.2919452    .2440583
_Itopic3g_~3 |   .0903968   .1999332     0.45   0.651    -.3014651    .4822587
       _cons |  -.9658663   .0675027   -14.31   0.000    -1.098169   -.8335635
-------------+----------------------------------------------------------------
c3           |
_Itopic3g_~2 |  -.0107605   .1162895    -0.09   0.926    -.2386837    .2171626
_Itopic3g_~3 |   .1816609    .167406     1.09   0.278    -.1464489    .5097707
       _cons |  -.4975142   .0576402    -8.63   0.000     -.610487   -.3845414
------------------------------------------------------------------------------

In order to an overall test to assess whether the predictor is associated with the outcome, I  ran

test  _Itopic3g_w_2 _Itopic3g_w_3 

The output suggests that the chi2 associated with the test command has 4 degress of freedom, is it because it compares _Itopic3g_w_2 _Itopic3g_w_3 for levels c2 and c3 (vs. c1)?


. test  _Itopic3g_w_2 _Itopic3g_w_3

 ( 1)  [c2]_Itopic3g_w_2 = 0
 ( 2)  [c3]_Itopic3g_w_2 = 0
 ( 3)  [c2]_Itopic3g_w_3 = 0
 ( 4)  [c3]_Itopic3g_w_3 = 0

           chi2(  4) =   12.27
         Prob > chi2 =    0.0155

Grateful for your help and any reference for gllamm with multinomial logistic :)

Thanks for your help,
Francesca

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