Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: random intercept model: How To Interpret LR test ?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: random intercept model: How To Interpret LR test ?
Date   Sun, 31 May 2009 22:35:58 +0200

<>

Information about it is found in -help j_xtmixedlr-


HTH
Martin
_______________________
----- Original Message ----- From: "Christian Weiss" <christian.weiss@nightberry.de>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, May 31, 2009 9:08 PM
Subject: st: random intercept model: How To Interpret LR test ?


Dear Statalisters,


I estimated the following Model in Stata:

xtmixed cr5 firmsize firmrisk firmrisk_sqr firmperformance regulation
shareholderprotection || country: || industry: , variance

yielding the followng results stated at the end of this Mail.


Could you give me any advice how the LR test? ( LR test vs. linear
regression:       chi2(2) =    56.66   Prob > chi2 = 0.0000) or where
to find information on this?

Best regards
Christian




Mixed-effects REML regression Number of obs = 1631

-----------------------------------------------------------
               |   No. of       Observations per Group
Group Variable |   Groups    Minimum    Average    Maximum
----------------+------------------------------------------
       country |       11         32      148.3        229
      industry |       77          1       21.2        130
-----------------------------------------------------------

Wald chi2(6) = 52.01 Log restricted-likelihood = -7984.3674 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
cr5 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
firmsize | -11.92074 6.35883 -1.87 0.061 -24.38381 .5423412 firmrisk | -13.85418 4.797781 -2.89 0.004 -23.25766 -4.450705 firmrisk_sqr | 4.109892 2.060116 1.99 0.046 .0721388 8.147645 firmperfor~e | -.6474671 .8563392 -0.76 0.450 -2.325861 1.030927 regulation | 7.223811 4.164931 1.73 0.083 -.9393036 15.38692 shareholde~n | -.5501527 .1691597 -3.25 0.001 -.8816997 -.2186057 _cons | 123.6726 17.48342 7.07 0.000 89.40575 157.9395
------------------------------------------------------------------------------

------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
country: Identity            |
var(_cons) | 47.99412 34.40126 11.77778 195.5748
-----------------------------+------------------------------------------------
industry: Identity           |
var(_cons) | 62.90742 23.75873 30.00696 131.8809
-----------------------------+------------------------------------------------
var(Residual) | 1019.328 36.52924 950.1883 1093.498
------------------------------------------------------------------------------
LR test vs. linear regression: chi2(2) = 56.66 Prob > chi2 = 0.0000
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index