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Re: st: increasing variance when adding covariates (xtmelogit)


From   Maria Fleischmann <maria.s.fleischmann@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: increasing variance when adding covariates (xtmelogit)
Date   Thu, 19 May 2011 09:06:34 +0200

Hello Rob,

did you yet get any answer on your question? perhaps on another way
than statalist?
I would also be very interested the explanation because I had the same
problem in one of my analyses. Back then, my supervisor told me that
this was a rather frequent problem when modelling a multilevel
logistic model. He however could not provide any explanations for
this.
So if you get any more insight, I would be happy if you'd let me know too.

Maria

On 18 May 2011 13:44, de Vries, Robert <r.de-vries08@imperial.ac.uk> wrote:
> Hello all,
>
> I am getting some strange results from some multilevel logistic regression models
> (persons nested within geographical areas, random intercepts) run with
> xtmlogit.
>
> I am using xtmelogit to fit models predicting a binary outcome at the
> person level from some person-level and area level predictors. In the
> empty model (with no predictors) I get a certain estimate for the
> standard deviation of the constant. However, when adding
> person and country-level predictors to the model, the estimate of this
> property actually INCREASES quite substantially (by about 15-20%).
>
> As I take the standard deviation of the constant to be an indicator of
> (the square root of) the variance at the area level. It seems very
> strange that this would go up when adding predictors to the model. I
> would be grateful if anyone could shed any light on
> this situation.
>
> Rob
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