This manual describes a Stata program gllamm that can estimate Generalized Linear Latent and Mixed Models (GLLAMMs). GLLAMMs are a class of multilevel latent variable models for (multivariate) responses of mixed type including continuous responses, counts, duration/survival data, dichotomous, ordered and unordered categorical responses and rankings. The latent variables (common factors or random effects) can be assumed to be discrete or to have a multivariate normal distribution. Examples of models in this class are multilevel generalized linear models or generalized linear mixed models, multilevel factor or latent trait models, item response models, latent class models and multilevel structural equation models. The program can be downloaded from http://www.gllamm.org.
Numerical Analysis and Computation | Statistical Models
Rabe-Hesketh, Sophia; Skrondal, Anders; and Pickles, Andrew, "GLLAMM Manual" (October 2004). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 160.