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Re: st: Hierarchical model


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hierarchical model
Date   Sat, 3 Oct 2009 11:30:23 +0000 (GMT)

--- On Sat, 3/10/09, Evans Jadotte <evans.jadotte@uab.es> wrote:
> .xi: quietly xtmixed logequiv i.education i.mpsex
> mpage* i.sector non_farm
> small_cattle large_cattle s_s_cattle shock_cattle dumland1
> tech_land
> electricity landline piped_water road_access death d_rem
> i.hhtype
> ||cluster:, var
> 
> estimates store model1
> 
> .xi: quietly xtmixed logequiv i.education i.mpsex mpage*
> i.sector non_farm
> small_cattle large_cattle s_s_cattle shock_cattle dumland1
> tech_land
> electricity landline piped_water road_access death d_rem
> i.hhtype ||strata:
> ||cluster:, var
> 
> . estimates store model2 
> . lrtest model1 model2
 
This test is a test of a null hypothesis on the edge of the 
parameter space (the strata level variance is >= 0, so 0 is
on the edge of allowable values for that variance). Things 
get weird when you perform such a test, so be careful.
For more on this see: -help j_chibar-.
 
> The last test strongly suggests that cluster is nested into
> strata and that the latter should be in the model. I tried 
> estimating the other way around (strata nested into cluster) 
> just to check, and convergence failed. So, based on the
> three-level model:

It appears you are trying to empirically determine the nesting
structure in your data. You should not need to do this as it
should be a-priori clear from the design of your study. If the
nesting is not strictly fixed by design you are probably 
dealing with a crossed random effects model. In any case the
nesting structure is determined by the design of your study and
is not an empirical question. 

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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