Contents
1Generalizedlinearlatentandmixedmodels7
1.1Conditionalexpectationoftheresponses.......................8
1.1.1Multilevelgeneralizedlinearmodels.....................9
1.1.2Multilevelfactoranditemresponsemodels.................10
1.2Conditionaldistributionsoftheresponses......................12
1.3Structuralequationsforthelatentvariables.....................13
1.3.1Continuouslatentvariables..........................13
1.3.2Discretelatentvariables............................14
1.4Distributionofthelatentvariables..........................14
2The gllamm program17
2.1Implementation.....................................17
2.2Installing gllamm ....................................19
2.3Running gllamm ....................................19
2.3.1Syntaxfor gllamm ...............................20
2.3.2Syntaxfor gllapred ..............................27
2.3.3Syntaxfor gllasim ..............................29
2.3.4Somecommentsonquadrature........................30
2.3.5Somecommentsonnonparametricmaximumlikelihoodestimation....32
3Multilevelgeneralizedlinearmodels33
3.1Three-levelrandominterceptlogisticregression...................33
3.1.1Datapreparation................................33
3.1.2Model?tting..................................34
3.2Two-levelrandomcoe?cientmodel..........................38
3.2.1Datapreparation................................39
3.2.2Model?tting..................................39
4Multilevelfactoranditemresponsemodels45
4.1Oneparameterandtwoparameteritem-responsemodels..............45
4.1.1Datapreparation................................46
4.1.2Model?tting..................................46
5
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6 CONTENTS
5Discreterandomeects51
5.1Asimple?nitemixturemodel.............................51
5.1.1Datapreparation................................51
5.1.2Parameterestimation.............................52
5.2Linearmixedmodelwithdiscreterandome?ects..................57
5.2.1Model?tting..................................57
6Mixedresponsemodels65
6.1Logisticregressionwithcovariatemeasurementerror................65
6.1.1Datapreparation................................67
6.1.2Parameterestimation.............................69
7Continuoustimetoeventorsurvivaldata75
7.1Proportionalhazardsmodelsformultipleeventdata................75
7.2Proportionalhazardsmodelwithrandomcoe?cients................76
7.2.1Datapreparation................................77
7.2.2Parameterestimation.............................80
8Ordinalresponses87
8.1Generalizingmodelsforordinalresponses......................87
8.2Ordinalitemresponsemodels.............................88
8.3Threelevelordinallogisticregression.........................89
8.3.1Datapreparation................................90
8.3.2ModelFitting..................................91
8.4Itemresponsemodelswithanexplanatoryvariable.................93
8.4.1Datapreparation................................94
8.4.2Model?tting..................................94
9Nominalresponses109
9.1Polytomousordiscretechoicedata..........................109
9.2Rankings........................................110
9.3Multinomiallogitwithrandomintercepts......................111
9.3.1Datapreparation................................112
9.3.2Parameterestimation.............................114
9.3.3ComparisonwithMLwiN...........................115
9.4Alatentclassmodelforrankings...........................116
9.4.1Datapreparation................................118
9.4.2Parameterestimation.............................119
AAquickintroductiontoStata125
References 131

 

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