GLLAMM swMATH ID: 6517 Software Authors: Sophia Rabe-Hesketh; Anders Skrondal; Andrew Pickles; Colin Taylor; Stata Corporation; Bobby Gutierrez Description: The program gllamm runs in the statistical package Stata and estimates GLLAMMs (Generalized Linear Latent And Mixed Models) by maximum likelihood (see help gllamm after installation). gllamm maximises the marginal log-likelihood using Stata’s version of the Newton Raphson Algorithm (ml with method d0). In the case of discrete random effects or factors, the marginal log-likelihood is evaluated exactly whereas numerical integration is used for continuous (multivariate) normal random effects or factors. Two methods are available for numerical integration: Quadrature or adaptive quadrature. In both cases it is essential to make sure that a sufficient number of quadrature points has been used by comparing solutions with different numbers quadrature points. In most cases adaptive quadrature will perform better than ordinary quadrature. This is particularly the case if the cluster sizes are large and the responses include (large) counts and/or continuous variables. Even where ordinary quadrature performs well, adaptive quadrature often requires fewer quadrature points making it faster. Homepage: http://www.gllamm.org/ Dependencies: Stata Keywords: Stata Journal; st0005; adaptive quadrature; gllamm; generalized linear mixed models; random-effects models; panel data; numerical integration; adaptive integration; multilevel models; clustered data Related Software: Stata; R; Mplus; MLwiN; HLM; WinBUGS; lme4; LISREL; PROC NLMIXED; SAS/STAT; MIXOR; mlirt; runmlwin; nlme; SAS; BUGS; Latent GOLD; ltm; RcppArmadillo; EQS Cited in: 63 Documents Further Publications: http://www.gllamm.org/pub.html Standard Articles 1 Publication describing the Software Year Reliable estimation of generalized linear mixed models using adaptive quadrature Link Sophia Rabe-Hesketh; Anders Skrondal; Andrew Pickles 2002 all top 5 Cited by 123 Authors 8 Skrondal, Anders 7 Rabe-Hesketh, Sophia 3 Maruotti, Antonello 3 Pickles, Andrew R. 2 Alfò, Marco 2 Bacci, Silvia 2 Carpenter, James R. 2 Feddag, Mohand-Larbi 2 Goldstein, Harvey 2 Ren, Dianxu 2 Rockwood, Nicholas J. 2 Stone, Roslyn A. 2 Tao, Jian 2 Thoresen, Magne 2 Victoria-Feser, Maria-Pia 2 Zhang, Jiwei 1 Adedokun, Babatunde 1 Akinyemi, Odunayo 1 Aksoy, Ozan 1 An, Xinming 1 Banerjee, Trambak 1 Bellanger, Lise 1 Belloc, Filippo 1 Bentler, Peter M. 1 Bock, R. Darrell 1 Bosker, Roel J. 1 Bowden, Jack 1 Budtz-Jørgensen, Esben 1 Burgard, Jan Pablo 1 Cagnone, Silvia 1 Cai, Li 1 Capursi, Vincenza 1 Carey, Brenda 1 Caviezel, Valeria 1 Deeks, Jonathan J. 1 Dobson, Annette J. 1 Dörr, Patricia 1 Dunn, Graham 1 Dupuis-Lozeron, Elise 1 Dutta, Shantanu 1 Egger, Matthias 1 Eickhoff, Jens C. 1 Ellis, Justine A. 1 Gou, Jianwei 1 Grilli, Leonardo 1 Grün, Bettina 1 Guerrier, Stéphane 1 Gurrin, Lyle C. 1 Harbord, Roger M. 1 Hargreaves Heap, Shaun P. 1 Harrap, Stephen B. 1 Hedeker, Donald R. 1 Huber, Philippe 1 Hui, Francis K. C. 1 Iannario, Maria 1 Ippel, L. 1 Kabaila, Paul V. 1 Kaptein, Maurits Clemens 1 Kateri, Maria 1 Kenward, Michael G. 1 Kornely, Mia J. K. 1 Kuha, Jouni 1 Laake, Petter 1 Lagona, Francesco 1 Le Strat, Yann 1 Le Tertre, Alain 1 Lee, Sik-Yum 1 Lee, Yongwoong 1 Leisch, Friedrich 1 Levin, Kate A. 1 Li, He 1 Lu, Jing 1 Lucas, Jean-Paul 1 Ma, Yanyuan 1 Maracy, Mohammad 1 Marino, Maria Francesca 1 Monari, Paola 1 Moustaki, Irini 1 Mukherjee, Gourab 1 Ng, Edmond S. W. 1 Niku, Jenni 1 Omigbodun, Olayinka 1 Onslow, Mark 1 Petrella, Lea 1 Rampichini, Carla 1 Ranathunga, Nishika 1 Raponi, Valentina 1 Rasbash, Jon 1 Rösch, Daniel 1 Ryan, Louise Marie 1 Sánchez, Brisa N. 1 Scaillet, Olivier 1 Scheule, Harald 1 Schilling, Stephen 1 Scurrah, Katrina J. 1 Sébille, Véronique 1 Snijders, Tom A. B. 1 Steele, Fiona 1 Sterne, Jonathan A. C. 1 Sulis, Isabella ...and 23 more Authors all top 5 Cited in 30 Serials 10 Psychometrika 6 Computational Statistics and Data Analysis 6 Journal of Applied Statistics 5 Statistical Modelling 3 Biometrics 3 Journal of Statistical Computation and Simulation 2 Biometrical Journal 2 Journal of the American Statistical Association 2 Communications in Statistics. Theory and Methods 2 The Annals of Applied Statistics 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Journal of Econometrics 1 Journal of Mathematical Psychology 1 The Journal of Mathematical Sociology 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Theory and Decision 1 Journal of Classification 1 Computational Statistics 1 European Journal of Operational Research 1 Biostatistics 1 Statistical Methods in Medical Research 1 Statistical Methods and Applications 1 Journal of the Korean Statistical Society 1 Handbook of Statistics 1 AStA. Advances in Statistical Analysis 1 Journal of Computational and Graphical Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Interdisciplinary Statistics Cited in 5 Fields 62 Statistics (62-XX) 14 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Biology and other natural sciences (92-XX) Citations by Year