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Re: st: gllamm and mim output for multi-level model


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm and mim output for multi-level model
Date   Fri, 15 Oct 2010 14:12:00 -0500

On Fri, Oct 15, 2010 at 12:57 PM, Christian Villenas
<cvillenas@gmail.com> wrote:
> I am working on a project that uses both gllamm and mim commands. When
> running my models, I notice that the level 1 and 2
> variance/covariances, as well as random effects are missing from the
> output. Instead I get coefficients for the level 2 identifier and
> random effects. What do those coefficients mean, and can I use them to
> obtain the variance/covariance as per the gllamm output without the
> mim command?

You'd need to learn the internal parametrization used by -gllamm-.
Level 2 is parametrized via Cholesky decomposition, so the variances
and covariances are not directly available.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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