Currently, I am analyzing a panel data set where the dependent variable is a count variable. The dependent variable denotes the number of cars of a specific model in a month, with roughly 60 months. Therefore, I constructed a negative binomial hierarchical model. My stan code looks like the followi…

Hi I would like to understand your hierarchy: Is it Country / Then Month or is it simply Country? For the Country / Month structure to work you should have another level available. If not your hierarchy would be just one level. Do you have manufacturer (say GM) and brands within manufacturer (Chev…

Thanks for your reply! My hierarchy is indeed Country then Month. Could you maybe also explain how I can add such a level in my existing code? Because my explanatory variable will then change from y_{it} (number of cars of model i at time t) to y_{ijt} (number of cars of model i in country j at tim…

Hi @c5v Please follow the link to examine the setup of a 3 level multilevel model with RStan. The unit of observation is student, next level is class and the highest level is school id. Since I’m at work I can take a look your specific question much later. Hopefully this link will help you in the m…

Thanks for the help! Really appreciated!

@sree_d If I understand the example correctly, in my code I should add another level on top of the one I already have (in the alpha and zeta parameters where I currently have one level with variables multilevel)? And if I want this level to denote the country level I should add country-specific var…

@c5v Yes that is correct. I would ask you to proceed slowly if you are using Stan for the first time. Have you already examined the data in R with multilevel package and nlme? If not I would definitely recommend it. Take a small sample of your data where you can define 2 levels. This would Country…

@sree_d Thanks for the help, I will do it the way you said. The coming month I will be doing the multilevel analysis, so it will really definitely help me if you could post an example of it. Keep me updated!

@c5v You are welcome. All the best. with your efforts As soon as I have a working script, I will post it here and ping you. Sree

How to incorporate differences over countries in multilevel model for panel data

Modeling

sree_d January 3, 2019, 10:41am 5

@c5v

I forgot to include this link within the Stan forums under a 3 level multilevel model Example of a 3 level multilevel model specification in Stan

Sree

Topic		Replies	Views
Modeling Multivariate Multilevel Model in STAN Modeling	4	1509	June 2, 2020
Multilevel hierarchical linear regression model with nested predictors Modeling	1	1632	January 9, 2018
Incorporating lagged dependent variable into multilevel model Modeling	2	1010	January 24, 2019
Fitting more than two levels in a multilevel model using rstanarm Modeling rstanarm	1	757	August 22, 2020
Data Structure for 2-level multilevel VAR Modeling	2	519	July 7, 2020

How to incorporate differences over countries in multilevel model for panel data

Related topics