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Re: st: xtlogit


From   Jay Kaufman <Jay_Kaufman@unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit
Date   Mon, 07 Apr 2003 10:33:16 -0400

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

Computation of rho in the clustered logistic model was corrected 
after an error was discovered by German Rodriguez.  The new formula
is provided in:  The Stata Journal, Volume 3, No. 1, pages 32-46. 
I hear that the correct formula is also shown in the V 8 manual, 
although I haven't observed this first-hand.  

So your updated executable is computing rho as per the corrected 
formula, not the one shown in the V 7 manual.  The offending piece
is the 1 in the denominator.  

- JK

-- 
Jay S. Kaufman, Ph.D         
-----------------------------
email: Jay_Kaufman@unc.edu
-----------------------------
Department of Epidemiology   
UNC School of Public Health  
2104C McGavran-Greenberg Hall
Pittsboro Road, CB#7435   
Chapel Hill, NC 27599-7435  
phone:  919-966-7435         
fax:    919-966-2089         
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