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st: question about xtmixed and interactions


From   "Ed Levitas" <levitas@uwm.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: question about xtmixed and interactions
Date   Fri, 17 Oct 2008 14:40:08 -0500

Statalisters, 

I have estimated hierarchical models including interactions using
xtmixed.  My interactions are constructed from two fixed-effects.
Likelihood ratio tests between a restricted model (all effects except
for interaction) and full models (all effects including interaction)
were also conducted.  In some cases an LR test was significant (where
coefficents with p < .10 are assumed to be significant) but the
corresponding coefficient was not.  In hierarchical models, does it make
statistical sense to have a "significant" restricted-full LR test but
not a corresponding "significant" coefficient.  Or is my coding of
xtmixed estimations suspect (perhaps I included additional effects in
the full model aside from the interaction that are not included in the
restricted model)?

Thanks
Ed


****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business 
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957

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