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RE: st: How to get the P values of the random effects after running an xtmixed command


From   "Martin kavao" <mkavao@aphrc.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How to get the P values of the random effects after running an xtmixed command
Date   Thu, 6 Aug 2009 08:37:41 +0300

Thanks Scott
I thought about checking the confidence interval, but I thought they are
always >0. 

About using the ICC to evaluate the model: does it mean if a model with an
additional parameter (random effect) fits better, then the random components
are all significant?

Subject: Re: st: How to get the P values of the random effects after running
an xtmixed command

There's not a consensus regarding the nature, form, and effectiveness of
single parameter tests for variance components.  With that caution in mind,
you can examine the confidence interval to see if it contains 0--to get a
rough idea regarding the rejection of the null.  A better method is to
evaluate/compare models using the deviance statistic along with changes in
ICC as you systematically build and evaluate your models.

Scott Millis 



--- On Wed, 8/5/09, Martin kavao <mkavao@aphrc.org> wrote:

> From: Martin kavao <mkavao@aphrc.org>
> Subject: st: How to get the P values of the random effects after running
an xtmixed command
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 5, 2009, 11:14 AM
> I am doing a multilevel analysis
> using xtmixed command and I need to report
> the significance of the random component in the final
> models i.e. the p
> values. Anyone has an idea how to compute it after running
> the xtmixed
> command
> 
> thanks 
> 
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