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From |
Jeph Herrin <junk@spandrel.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: bug in -xtmelogit-? |

Date |
Sat, 05 Sep 2009 16:34:12 -0400 |

Thanks - that makes sense. Roberto G. Gutierrez (StataCorp) wrote:

Jeph Herrin <junk@spandrel.net> asks:By accident I coded the followingxtmelogit depvar var1 || groupid: var2, cov(unstructured) varNote that var2 is not in the equation, but I have specified it as a random coefficient. After puzzling over my results for some time I discovered my error, but I am surprised that -xtmelogit- did not discover it for me. What exactly was it estimated for the variance of the coefficient on -var2-? Is this a bug?Not a bug, but instead something you probably don't want to do statistically. By leaving -var2- out of the first equation, you estimated the variance across groups (-groupid-) of the coefficient on -var2-, but you imposed the constraint that the mean across groups is exactly zero. It is akin to leaving main-effects terms out of a model with interactions. --Bobby rgutierrez@stata.com * * 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/

**References**:**Re: st: bug in -xtmelogit-?***From:*"Roberto G. Gutierrez" (StataCorp) <rgutierrez@stata.com>

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