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st: not getting an expected result with gllamm


From   "josemaria" <jmpsouza@usp.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: not getting an expected result with gllamm
Date   Sun, 2 Oct 2005 17:44:17 -0300

Dear people:
I am trying an artificial data set in order to understand gllamm from scratch, but the resulting output is not in accord with the MlWiN output, which seems correct to me:

group y x cons
1 5 1 1
1 7 3 1
1 9 5 1
2 4 2 1
2 6 4 1
2 8 6 1
3 3 3 1
3 5 5 1
3 7 7 1
4 2 4 1
4 4 6 1
4 6 8 1
5 1 5 1
5 3 7 1
5 5 9 1,
which gives five paralel straight lines (one for each group), each one with slope=1 and intercepts 4, 2, 0 -2, 4.
I used the commands
eq inter:cons
. eq slope:x
. gllamm y x, i(group) eqs(inter slope) nrf(2) ip(m)
and got the following output:

snip...
Iteration 9: log likelihood = -26.673019

number of level 1 units = 15
number of level 2 units = 5

Condition Number = 27.992951

gllamm model

log likelihood = -26.673019

------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------------+----------------------------------------------------------------
x | .9313206 .1477646 6.30 0.000 .6417073 1.220934
_cons | 1.568386 .6606894 2.37 0.018 .2734587 2.863314
------------------------------------------------------------------------------

Variance at level 1
------------------------------------------------------------------------------

.69728224 (.32605215)

Variances and covariances of random effects
------------------------------------------------------------------------------


***level 2 (bloco)

var(1): 2.3623904 (2.1456869)
cov(2,1): .07967763 (.12645259) cor(2,1): .10420843

var(2): .24746592 (.10950466)

Thank you for advice.
José Maria

José Maria Pacheco de Souza, Professor Titular
Departamento de Epidemiologia
Faculdade de Saúde Pública/Universidade de São Paulo
Av. Dr. Arnaldo, 715 cep 01246-904
São Paulo Brasil
fones (11)3082-3886 (11)3066-7724 (11)3714-2403 (11)3768-8612
fax (11)3082-2920 (11)3714-2403
www.fsp.usp.br/~jmpsouza
jmpsouza@usp.br




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