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

Author

Listed:
  • Sophia Rabe-Hesketh

    (University of California - Berkeley)

Programming Language

Stata

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 2.3.20 of the software (Sep 2011). A manual in PDF form is available from the SSC archive via web browser.

Suggested Citation

  • Sophia Rabe-Hesketh, 1999. "GLLAMM: Stata program to fit generalised linear latent and mixed models," Statistical Software Components S401701, Boston College Department of Economics, revised 11 Sep 2011.
    • Handle: RePEc:boc:bocode:s401701
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllamm.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllamm.hlp
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    File URL: http://fmwww.bc.edu/repec/bocode/e/eq_g.hlp
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllam_ll.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllapred.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllapred.hlp
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllarob.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllasim.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllasim.hlp
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gllas_yu.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/r/remcor.ado
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    File URL: http://www.bepress.com/cgi/viewcontent.cgi?article=1160&context=ucbbiostat
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    Cited by:

    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.

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