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Can multilevel multiprocess models be estimated using Stata? A case for the cmp command

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  • Tamás Bartus

    (Corvinus University of Budapest)

Abstract
Multilevel multiprocess models are routinely used to study parallel processes of repeated demographic events, like births, union formation, and union dissolution. Multilevel multiprocess models are simultaneous equations for hazards including heterogeneity components, and the joint estimation of hazard models allows researchers to control for the effects of unobserved personality traits. Such models are routinely estimated using MLwiN and aML. In this talk, I discuss the capabilities of Stata to estimate multiprocess multilevel models. In the presentation, I focus on the application of the user-written cmp command, developed by David Roodman (SSC, 2007). The cmp command can estimate recursive systems of multilevel (random-effects) equations with correlated disturbances. I illustrate the application of the cmp command using examples from demographic research.

Suggested Citation

  • Tamás Bartus, 2012. "Can multilevel multiprocess models be estimated using Stata? A case for the cmp command," German Stata Users' Group Meetings 2012 01, Stata Users Group.
  • Handle: RePEc:boc:dsug12:01
    as

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    References listed on IDEAS

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