Dear Statalist,
I am facing the following problem concerning the command xtreg with and
without mle.
I have a dataset of 103 kids, that they belong to two different groups
(pre-term, full-term) and we measure a kind of suppression in both ears. I
want to see weather or not the group variable is a risk factor of
suppression.
After I reshape my data I run the xtreg command and I give you the two
different results, with and without the mle command at the end of the email.
As you can see from the output with the mle command the sigma_u is almost
zero, thus the estimates are almost like the OLS. Any idea why this is
happening? Shall I report the results without the mle? Does this mean that I
dont have random effects, and I should run the xtgee command instead and
report these results?
Thanks for your help.
Dimitris
============================================================================
==============================
. xtreg supp ear group, i(kid)
Random-effects GLS regression Number of obs =
184
Group variable (i): kid Number of groups =
103
R-sq: within = 0.0430 Obs per group: min =
1
between = 0.1318 avg =
1.8
overall = 0.0834 max =
2
Random effects u_i ~ Gaussian Wald chi2(2) =
16.24
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0003
----------------------------------------------------------------------------
--
supp | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
ear | .1515081 .1097378 1.38 0.167 -.0635741
.3665903
group | .4414064 .1157561 3.81 0.000 .2145287
.6682841
_cons | .3400142 .1839055 1.85 0.064 -.0204339
.7004624
-------------+--------------------------------------------------------------
--
sigma_u | .18900564
sigma_e | .74538925
rho | .06041168 (fraction of variance due to u_i)
----------------------------------------------------------------------------
--
. xtreg supp ear group, i(kid) mle
Fitting constant-only model:
Iteration 0: log likelihood = -218.05492
Iteration 1: log likelihood = -217.81992
Iteration 2: log likelihood = -217.81635
Iteration 3: log likelihood = -217.81626
Iteration 4: log likelihood = -217.81626
Iteration 5: log likelihood = -217.81626
Fitting full model:
Iteration 0: log likelihood = -209.84604
Iteration 1: log likelihood = -209.81413
Iteration 2: log likelihood = -209.80715
Iteration 3: log likelihood = -209.80605
Iteration 4: log likelihood = -209.80601
Iteration 5: log likelihood = -209.80601
Iteration 6: log likelihood = -209.80601
Random-effects ML regression Number of obs =
184
Group variable (i): kid Number of groups =
103
Random effects u_i ~ Gaussian Obs per group: min =
1
avg =
1.8
max =
2
LR chi2(2) =
16.02
Log likelihood = -209.80601 Prob > chi2 =
0.0003
----------------------------------------------------------------------------
--
supp | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
ear | .1472708 .1116638 1.32 0.187 -.0715861
.3661278
group | .4354625 .1116638 3.90 0.000 .2166055
.6543195
_cons | .3475279 .1851485 1.88 0.061 -.0153566
.7104123
-------------+--------------------------------------------------------------
--
/sigma_u | 3.09e-24 .4801257 0.00 1.000 -.941029
.941029
/sigma_e | .7567756 .0394497 19.18 0.000 .6794557
.8340955
-------------+--------------------------------------------------------------
--
rho | 1.67e-47 5.18e-24 0
1
----------------------------------------------------------------------------
--
Likelihood-ratio test of sigma_u=0: chibar2(01)= 0.00 Prob>=chibar2 =
1.000
============================================================================
================================
----------------------------------------------------------
Dr. Dimitris Fouskakis
Department of Mathematics
National Technical Univ. of Athens
Zografou Campus, Athens 15780
Greece
Tel.: +30 210 772 1702
Fax: +30 210 772 1775
-----------------------------------------------------------
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