Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtlogit


From   Constantine Daskalakis <c_daskalakis@entwhistle.jci.tju.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtlogit
Date   Sun, 06 Apr 2003 23:23:46 -0400

I am using Stata 7 (using the executable last update, 6/11/02) on a PC.

For -xtlogit, re- the manual says (p.380) that the value of rho is computed as

rho = sigma2_u / [sigma2_u + 1]

The numbers in the union example given in that page confirm that.

However, I have a dataset where I'm measuring platelet aggregation (yes/no) as a function of the concentration of a substance that is added. When I run a RE logistic model,

xtlogit agg aaconc, re i(subj)

the rho computed manually (0.70) does not agree with the value shown in the output (0.41). I'm stumped!

Thanks for any insights.




Random-effects logit Number of obs = 110
Group variable (i) : subj Number of groups = 68

Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 1.6
max = 4

Wald chi2(1) = 2.80
Log likelihood = -47.258614 Prob > chi2 = 0.0940

-------------------------------------------------------------------------
agg | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+-----------------------------------------------------------
aaconc | 3.159409 1.886756 1.67 0.094 -.5385642 6.857382
_cons | -1.812287 1.512901 -1.20 0.231 -4.777518 1.152945
-------------+-----------------------------------------------------------
/lnsig2u | .846217 2.165999 -3.399063 5.091497
-------------+-----------------------------------------------------------
sigma_u | 1.5267 1.653415 .1827692 12.75277
rho | .4146851 .159804 .0100517 .9801723
-------------------------------------------------------------------------
Likelihood ratio test of rho=0: chibar2(01) = 0.96 Prob >= chibar2 = 0.164





The documents accompanying this transmission may contain confidential health or business information. This information is intended for the use of the individual or entity named above. If you have received this information in error, please notify the sender immediately and arrange for the return or destruction of these documents.
________________________________________________________________

Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
125 S. 9th St. #402, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: c_daskalakis@mail.jci.tju.edu
Webpage: http://www.kcc.tju.edu/Science/SharedFacilities/Biostatistics

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index