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Re: st: gllamm vs xtlogit results


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm vs xtlogit results
Date   Mon, 4 Feb 2008 14:39:42 -0500

Bradley J <BAnderson1@lifespan.org>:

I'm just guessing here, but is there perhaps an important unmodeled
interaction term with "white" missing from the model?  I.e. try
running both models by white and see if the results are similar across
all four models (xtlogit/gllamm, white/not).  BTW, how confident are
you that the random intercepts are uncorrelated with X vars?

On Feb 4, 2008 1:28 PM, Anderson, Bradley J <BAnderson1@lifespan.org> wrote:
> I'll start by pleading ignorant but I estimated what I think is the same random intercepts logistic regression model using gllamm and xtlogit (Stata version 9.0).  There are 245 groups observed a total of 21,449 times. The number of observations per group ranged from 33 to 90.
>
> Here are the model commands:
>
> . gllamm sexday adrk age white cocfreq alsf06 sexwork if modaci==0, i(sid) link(logit) family(binomial) eform
> . xtlogit sexday adrk age white cocfreq alsf06 sexwork if modaci==0, i(sid) or
>
> Here are the results using gllamm:
> ------------------------------------------------------------------------------
>      sexday |     exp(b)   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>        adrk |   2.990258   .1311356    24.98   0.000     2.743973    3.258648
>         age |   .9625479   .0032265   -11.39   0.000     .9562447    .9688926
>       white |    2.32077   .1349106    14.48   0.000     2.070858    2.600842
>     cocfreq |   .9992229   .0007336    -1.06   0.290     .9977861    1.000662
>      alsf06 |   1.633245   .1010145     7.93   0.000      1.44679     1.84373
>     sexwork |   1.726328   .1194638     7.89   0.000     1.507367    1.977094
> ------------------------------------------------------------------------------
> And here are the results using xtlogit:
> ------------------------------------------------------------------------------
>      sexday |         OR   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>        adrk |   3.010925   .1407738    23.58   0.000     2.747278    3.299874
>         age |   .9678424   .0152986    -2.07   0.039     .9383174    .9982965
>       white |   1.111466   .3423468     0.34   0.732     .6077351    2.032721
>     cocfreq |   1.002477   .0040672     0.61   0.542     .9945366     1.01048
>      alsf06 |   1.369673   .4218245     1.02   0.307     .7489773    2.504756
>     sexwork |   1.648899   .5901059     1.40   0.162      .817649    3.325225
> -------------+----------------------------------------------------------------
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