Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: estimation units for gllamm random coefficients

From   Stas Kolenikov <>
Subject   Re: st: estimation units for gllamm random coefficients
Date   Tue, 18 May 2010 15:19:25 -0500

On Tue, May 18, 2010 at 2:45 PM, Bontempo, Daniel E <> wrote:
> I can see form the output below that the modeled  units of the level-1
> residual is log standard deviation, and if I exponentiate it and square
> it, I get the value in the output. But this does not seem to work for
> the level-2 variance. Is it in a different unit?

The parameterization of the units at levels 2 and above is by Cholesky
decomposition of the error covariance matrix. For a single factor,
this means the standard deviation of the factor:

. di 3.7773108^2

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index