What is your impression/opinion about it?
Economics Job Market Rumors » Econometrics Job Rumors
Has anyone used GLLAMM for Stata?
(10 posts)-
Posted 5 months ago #
-
yes. terribly slow and inefficient. SAS does far better work.
Posted 5 months ago # -
it is pretty good, versatile
Posted 5 months ago # -
I am just trying to estimate a simple multinomial logit with random effects, any recommendations? (using stata)
Posted 5 months ago # -
Yes. Stop with this shit and just go OLS.
Posted 5 months ago # -
Totally simple in limdep.
Posted 5 months ago # -
^^^ R. Lightning fast at that.
Posted 5 months ago # -
Thanks
Posted 5 months ago # -
^^ what do you mean? Its not implemented AFAIK with some guy only having a broken translation of Train code on his site. Consider posting it somewhere if you werent dumb enough to miss the "multinomial" part.
Posted 2 months ago # -
The mlogit package in R can estimate MNL with random coefficients. It's pretty fast with small datasets, but a lot slower with larger datasets.
I've also translated Train's GAUSS code for mixed logits to R and posted it to my website. It's a bit clunky, but it works, and it seems to be faster than mlogit with large datasets. If you experience any problems with it, please send me an email and I'll fix it.
-Garrett Glasgow
Posted 8 hours ago #