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st: xtmelogit vs hlm


From   Neal Beck <nealinmadrid@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtmelogit vs hlm
Date   Fri, 12 Mar 2010 10:21:29 +0100

Hola

A colleague here uses HLM, I was curious how it compared to State's xtmelogit. The data are surveys in 13 countries, roughly 3000 respondents by country (no weighting used, about 39000 respondents). Taking a vanilla set of options in both HLM and Stata, and a simple model with random effects and one random coefficient (and about 8 fixed coefs), I compared my results to her's. Not surprisingly, the estimates of the fixed coefficients (and their se's) and the fixed part of the random coefficients (the means) are quite similar, within about 5%, close enough for government work. The sd on the intercept is quite similar, but the sd on the random slopes differ by a factor of 3. I do not own nor play with HLM, but many of my friends who do this stuff for a living swear by it. Does anyone have any thoughts on the difference.  I find it hard to believe that a difference of this magnitude could simply be an artifact of different variations of estimation method (there is decent precisi!
 on on the sd of the random coefficient, the se on the sd is about 1/4th the size of the sd itself.

(This is not a part of my research, but a question of whether for practical reasons a course here should switch from HLM to Stata, there are huge advantages to Stata but the difference in results makes this a hard sell to HLM people.)

TIA
neal


Neal Beck
On leave AY 2009 at the Instituto Juan March, Madrid Spain




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