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Re: st: comparing loglikelihoods of ols dummy regression model vs random


From   Marcelo Jenny <mjenny@uni-mannheim.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing loglikelihoods of ols dummy regression model vs random
Date   Tue, 28 Apr 2009 09:20:14 +0200

Thanks,

in hindsight that seems obvious.

Though, an interesting aspect is:
As soon as I apply a 3-level-model (with n=43 at the second level) to
the data, the random effects model beats the ols (first-level) dummies
model.

Marcelo

> In your case the dummy model uses 8 parameters to capture the group 
> effects, while the random effects model only uses 1 parameter to
> capture the group effect. So, it is no surprise that the dummy 
> model fits better.
> 
> -- Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
>       
> 
> *
> *   For searches and help try:
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> 


-- 
Mag. Marcelo Jenny
Lehrstuhl f. Politische Wissenschaft III
Prof. Wolfgang C. Müller
Fakultät für Sozialwissenschaften
Universität Mannheim
Seminargebäude A5, Zi. 338
D-68131 Mannheim
Tel. +49/621/181-2077
Fax: +49/621/181-2080
Email: mjenny@uni-mannheim.de
*
*   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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