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Re: st: xtmixed how to fit a certain model which I can fit in SAS
In response to my post on this topic, Jonathan Bartlett
> Many thanks to Roberto G. Gutierrez, StataCorp for his response to fit the
> model as:
> y(i12) = u(i2) - u(i1) + e(i12) = u(i2) + v(i12)
> y(i23) = -u(i2) + u(i3) + e(i23) = -u(i2) + v(i23)
> v(i12) = -u(i1) + e(i12)
> v(i23) = u(i3) + e(i23)
> Unfortunately using this approach to fitting the model doesn't give the same
> estimates as using proc mixed in SAS. I believe this is because using the
> parametrization proposed by Roberto, var(v) is not constrained to be at
> least as large as var(u), or equivalently, var(e) is allowed to be negative.
> In my small dataset unfortunately relaxing the constraint that
> var(v)>=var(u) results in a model fit with var(v)<var(u), which implies
> var(e)<0 and different variance estimates than I get in proc mixed. I look
> forward to the new collinear option in xtmixed, or an alternative workaround
> using xtmixed.
Fair enough. We shall endeavor to provide the -collinear- option then.
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