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--Bobby rgutierrez@stata.com Evans' original question: > I am estimating a linear three-level hierarchical model via "restricted > maximum likelihood-REML" with the /xtmixed/ command, with households > (level-1) nested into villages (level-2) nested into regions (level-3). > Specification seems alright. However, the empirical Bayes random intercept > at level-3, which according to theory should be inferior or equal to the > corresponding calculated REML estimate, do not reflect the REML estimate > that I calculated at that level. Specifically, I have an empirical Bayes > (the BLUP r.e. computed by Stata) that is more than 300 times the REML > estimate calculated at level-3. At level-2 it seems reasonable, empirical > Bayes = 0.87 REML estimate. > Moreover, I expected the sum of the variances (that of raw residuals at > level-1 + that of residuals REML level-2 + that of residuals REML level-3). > When I compute them however, the result gives an estimated total variance > that is lower than that of the raw residuals at level-1. > I am pretty confident about the model specification and the computation but > evidently things do not match as they should. Can anyone familiar with these > models give me any feedback? I would so much appreciate and thanks in > advance. * * 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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