Multilevel multiprocess modeling with gsem

Bartus, Tamás (2017) Multilevel multiprocess modeling with gsem. The Stata Journal, 17 (2). pp. 442-461. ISSN 1536-867X

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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.

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