On 2004-07-13, at 18.53, Stas Kolenikov wrote:
another word of caution is that IMHO the random effects are not
consistently estimated, so one cannot be as serious about them as to
put
them into another model.
You could of course use the -geqs()- option of -gllamm- to model the
random effects as dependent variables in the same model. However, what
do you think about using the estimated standard deviation of the random
effects to calculate a probability weight and use that probability
weight in a second model?
Michael
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