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

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