Christoph Wunder <christoph.wunder@sowi.uni-bamberg.de> asks:
> I am testing for the significance of a random intercept in a two-level model
> using lrtest (after xtmixed). Although I use exactly the same dataset and
> the same set of explanatory variables (i.e., the models differ only in the
> level-2 random intercept), the log-likelihood of the unrestricted model is
> smaller than of the restricted one. lrtest calculates a negative value of
> the test statistic.
> How can one interpret the result? Any suggestions?
[output deleted]
Your models are not nested (in the model sense), and thus you should not
expect the ordinal relationship in log-likelhoods associated with nested
models.
Your "restricted" model has random effects at the levels of variable -level1-.
Your "unrestricted" model has random effects at the levels of variable
-level2-, and random effects at the levels of variable -level1- nested within
-level2-.
As such, your restricted model cannot be considered a special case of the
unrestricted model. Perhaps you meant instead to have -level2- nested within
-level1- for the second model, in which case you could then apply an LR test.
If this is so, simply switch the ordering of the level specifications in your
call to -xtmixed-. Recall, the ordering of nesting goes left to right from
biggest groupings to smallest groupings.
--Bobby
rgutierrez@stata.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/