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From |
jverkuilen <jverkuilen@gc.cuny.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Re: xtmelogit post-estimation |

Date |
Sat, 28 Feb 2009 10:22:38 -0500 |

I am mot 100% sure how the CIs for random effects are computed---probably by exponentiating the ordinary CI on the logarithmic estimation metric---but because a random effect cannot be smaller than 0, 0 will never be in one. Two of the three are pretty small though how small depends on the scaling of the regressor. That's why an explicit model comparison makes sense. -----Original Message----- From: "Vincenzo Carrieri" <vincenzo.carrieri@gmail.com> To: statalist@hsphsun2.harvard.edu Sent: 2/26/2009 9:53 AM Subject: Re: st: Re: xtmelogit post-estimation Jay Verkuilen wrote: This LR test is an omibus test of ALL random effects vs. none, i.e., ordinary logistic regression. Based on my cursory reading of what you have here, you probably don't need quintp~1 and could probably do OK without escluso but might want to keep it. This can be resolved with an LR test between the random intercept model and the one with random slopes, though because you are dealing with a parameter on the boundary of the parameter space, you have to use the dreaded chibar distribution. Also do you mean for these all to be independent? You may want to fit several models and get AICs for each. I'd suggest holding the fixed effects constant and explicitly compare: Fixed effects only Random intercept Random intercept + slopes (independent) Random intercept + slopes (dependent) JV 1. How do you say that I don't need quintp~1? It seems that interval confidence does not include 0. 2. There is a way to get per each region (my 2-level variables) the estimated random coefficients and confidence interval. The predict command gives me only the estimated parameters and estimated sd, but not the confidence interval. Do you suggest something to obtain CI? many thanks, Vincenzo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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