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Multilevel multiprocess modeling with gsem

Tamás Bartus

Stata Journal, 2017, vol. 17, issue 2, 442-461

Abstract: Multilevel multiprocess models are simultaneous equation systems that include multilevel hazard equations with correlated random effects. Demog- raphers routinely use these models to adjust estimates for endogeneity and sample selection. In this article, I demonstrate how multilevel multiprocess models can be fit with the gsem command. I distinguish between two classes of multilevel multiprocess models: nonrecursive systems of hazard equations without observed endogenous variables and recursive systems that include a hazard equation with ob- served endogenous qualitative variables. I illustrate the estimation of both classes of models using sample datasets shipped with the statistical software aML. I pay special attention to identifying structural coefficients in nonrecursive simultaneous systems.

Keywords: survival analysis; multilevel multiprocess models; multilevel analysis; simultaneous equations; endogeneity; gsem (search for similar items in EconPapers)
Date: 2017
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Handle: RePEc:tsj:stataj:v:17:y:2017:i:2:p:442-461