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Re: st: gllamm vs xtlogit results


From   Hind Sbihi <sbihi@interchange.ubc.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm vs xtlogit results
Date   Mon, 04 Feb 2008 12:14:35 -0800 (PST)

Hello 

I am not a GLLAMM expert but here are a few suggestions:
you may want to run the null model first, to check that the results are coherent . You also can try increasing the number of quadrature point using nip(12) for example to check that your estimates cannot be improved. If these two points show no difference, then I would have the same intuition as Austin Nichols below.

Hope this helps

Hind

-----Original Message-----

> Date: Mon Feb 04 11:39:42 PST 2008
> From: "Austin Nichols" <austinnichols@gmail.com>
> Subject: Re: st: gllamm vs xtlogit results
> To: statalist@hsphsun2.harvard.edu
>
> 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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