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st: random effects estimation using gllapred


From   "Eberth, Jan Marie" <Jan.M.Eberth@uth.tmc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: random effects estimation using gllapred
Date   Fri, 23 Jul 2010 10:05:23 -0500

I'm having some odd results trying to estimate the random effects from my 2 level, random-intercept logistic model (see code below). The cluster variable (region) has 11 values; thus, I assumed I would have gotten 11 different random effect estimates using the gllapred u command. Instead, I got the same value (0 for m1 and .114 for s1) for every individual, regardless of what region they were in. Does this make sense? Any ideas of what is going wrong?

. xi: gllamm chvac i.newrace bridge_age, i(ph_name) l(logit) f(binom) pweight(pwt) nip(8) adapt
i.newrace         _Inewrace_1-4       (naturally coded; _Inewrace_1 omitted)
Running adaptive quadrature
Iteration 0:    log likelihood = -372.34468
Iteration 1:    log likelihood = -370.28595
Iteration 2:    log likelihood =  -369.3438
Iteration 3:    log likelihood = -369.34378
Adaptive quadrature has converged, running Newton-Raphson
Iteration 0:   log likelihood = -369.34378
Iteration 1:   log likelihood = -369.34378  (backed up)
Iteration 2:   log likelihood = -369.34211
Iteration 3:   log likelihood = -369.34211

number of level 1 units = 574
number of level 2 units = 11

Condition Number = 96.602157

log likelihood = -369.34211

Robust standard errors
------------------------------------------------------------------------------
       chvac |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 _Inewrace_2 |   .5383982   .5549945     0.97   0.332    -.5493711    1.626168
 _Inewrace_3 |    .617085    .308448     2.00   0.045     .0125379    1.221632
 _Inewrace_4 |     .56376   .7312115     0.77   0.441    -.8693881    1.996908
  bridge_age |   .0546195   .0593968     0.92   0.358    -.0617961    .1710351
       _cons |  -2.524056   .9048841    -2.79   0.005    -4.297597   -.7505158
------------------------------------------------------------------------------

Variances and covariances of random effects
------------------------------------------------------------------------------

***level 2 (ph_name)

    var(1): .01241444 (.02145351)
------------------------------------------------------------------------------

. gllapred u_prac, u fsample
(means and standard deviations will be stored in u_pracm1 u_pracs1)
Non-adaptive log-likelihood: 0
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000     0.0000
    0.0000     0.0000     0.0000     0.0000     0.0000
log-likelihood:0

THANKS! Your help is MUCH appreciated.

Jan Eberth, MSPH

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