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Re: st: xtlogit vs. gllamm. large condition numbers and group variances: what do they mean?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit vs. gllamm. large condition numbers and group variances: what do they mean?
Date   Tue, 4 Sep 2007 13:11:53 +0100 (BST)

--- avwilson <avwilson@web.de> wrote:
> I have a three-level hierarchical dataset, and have run both xtlogit
> and gllamm, with similar results apart from the condition number and
> group level variance, and I do not know what these large numbers are
> telling me. 

The condition number was discussed recently on statalist, see for the
answer given by Stas:
http://www.stata.com/statalist/archive/2007-08/msg00718.html

For an explanation on the group level variance see any text on random
effects, e.g. (Hox 2002, p. 13), or (Snijders and Bosker 1999, p. 18).

Joop Hox (2002) "Multilevel Analysis", Mahwah, NJ: Lawrence Erlbaum
Associates, Inc.

Tom Snijders and Roel Boskers (1999) "Multilevel Analysis, An
introduction to basic and advanced multilevel modeling", Thousand Oaks:
Sage.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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