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


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gllamm and mim output for multi-level model
Date   Sat, 16 Oct 2010 11:23:20 -0400

Stas,
    Is there any effort under way to render polychor consistent with complex sample
analysis?
    - Bob

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Stas Kolenikov <skolenik@gmail.com>
Date: Friday, October 15, 2010 3:14 pm
Subject: Re: st: gllamm and mim output for multi-level model
To: statalist@hsphsun2.harvard.edu


> 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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