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GLLAMM: Stata program to fit generalised linear latent and mixed models

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Author Info
Sophia Rabe-Hesketh () (University of California - Berkeley)

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Abstract

gllamm fits generalized linear latent and mixed models. These models include Multilevel generalized linear regression models (extensions of the simple random intercept models that may be fitted in Stata using xtreg, xtlogit, xtpois to include multilevel and random coefficient models), Multilevel factor models and Multilevel structural equation models. The latent variables (or random effects) can be assumed to have a multivariate normal distribution or to be discrete allowing nonparametric maximum likelihood estimation. The common links and families of generalized linear models are available and responses can be of mixed type including continuous, censored, discrete, dichotomous, ordered categorical and unordered categorical. The version of gllamm (gllamm6) described in STB-53, (sg129, p47-57) does not incorporate many of the features outlined above. This is version 2.3.13 of the software (Nov 2006). A manual in PDF form is available from the SSC archive via web browser.

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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S401701.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 16 Dec 1999
Date of revision: 13 Nov 2006
Handle: RePEc:boc:bocode:s401701

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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: multilevel models mixed models random coefficients latent variable models gllamm6 gllamm structural equation models factor models mixed responses

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Pitt, Mark M. & Khandker, Shahidur R. & Cartwright, Jennifer, 2003. "Does micro-credit empower women : evidence from Bangladesh," Policy Research Working Paper Series 2998, The World Bank. [Downloadable!]
Statistics
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This page was last updated on 2008-5-9.

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