10/12/29 15:00:49
URLﾘﾝｸ(www.stata.com)
ここに参考になる質問がありました。
gllammかxtmixedというコマンドでできるようです。
gllammはstata10の標準パッケージには入っていませんが、無料でインストールできます。
gllamm estimates Generalized Linear Latent And Mixed Models.
These models include multilevel (hierarchical) regression models
with an arbitrary number of levels, generalized linear mixed models,
multilevel factor models and some types of latent class models.
We refer to the random effects (random intercepts, slopes or coefficients),
factors, etc. as latent variables or random effects.
If the latent variables are assumed to be multivariate normal,
gllamm uses Gauss-Hermite quadrature, or adaptive quadrature
if the adapt option is also specified. Adaptive quadrature
can be considerably more accurate than ordinary quadrature,
see first reference at the bottom of this help file.
With the ip(f) option, the latent variables are specified
as discrete with freely estimated probabilities (masses) and locations.
More information on the models is available from
URLﾘﾝｸ(www.gllamm.org)
私の興味ある分野なのでもっと勉強したいと思っています。