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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtmelogit with variable as fixed and random effect error r(3200) |

Date |
Tue, 27 Oct 2009 00:54:53 -0700 (PDT) |

--- On Tue, 27/10/09, Jennifer Schmitt wrote: > I am trying to run xtmelogit with fixed effect dummy > variables for village, but also include a random effect (a > random intercept) for village. Now you have two intercepts for each village, one random and one fixed. That is obviously not identified, so there is no way in which Stata or any other software can give sensible estimates of such a model. Think of it this way: The dummies have explained away all the variance at the village level, so what is there left for the random intercept to explain? In this case the random variance should be 0. But what if we started with the random intercept? Now the random intercept will do its best to explain as much as possible, and the dummies will pick up whatever is left. So there are multiple sets of possible estimates and Stata has no way of choosing between them. This is what we mean when we say an estimate is unidentified. The bottom line is that if you specify this model you should not get estimates, as these estimates would be nonsense. So it should either not converge, or produce an error message. Having said that, the error message you got is a bit too cryptic and there is definately room for improvement there. -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- Send instant messages to your online friends http://uk.messenger.yahoo.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/

**References**:**st: xtmelogit with variable as fixed and random effect error r(3200)***From:*Jennifer Schmitt <jorg0206@umn.edu>

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