Multilevel multiprocess modeling with gsem
Abstract. Multilevel multiprocess models are simultaneous equation systems that include
multilevel hazard equations with correlated random effects. Demographers
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 observed 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.
View all articles by this author:
Tamás Bartus
View all articles with these keywords:
survival analysis, multilevel multiprocess models, multilevel analysis, simultaneous equations, endogeneity, gsem
Download citation: BibTeX RIS
Download citation and abstract: BibTeX RIS
|
