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Re: st: Obtaining random intercept for each group from xtlogit or xtmelogit


From   Phil Clayton <philclayton@internode.on.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Obtaining random intercept for each group from xtlogit or xtmelogit
Date   Thu, 21 Jul 2011 06:55:04 +1000

Yes, from the model you've specified each country should have the same intercept. Given how tiny those standard deviations are I would guess this is simply a computer precision issue.

Phil

On 21/07/2011, at 2:26 AM, Orian Brook wrote:

> Brilliant, thank you
> 
> I was expecting the intercepts to be common across countries - however, some
> have standard deviations (tiny, but still). Am I misunderstanding?
> 
> 	Summary of random effects	for
> NATION	COUNTRY: _cons
> (SAMPLE)	Mean   Std. Dev.	Freq.
> 		
> BELGIUM	.08866321           .	1040
> DENMARK	.85474342   1.179e-07	1008
> GERMANY W	.44680032           .	1006
> GERMANY E	.66576046           .	528
> GREECE	-.70365345           .	1000
> SPAIN	.0415894           .	1006
> FINLAND	.69681209           .	1040
> FRANCE	-.02973256           .	1031
> IRELAND	.19429855   1.667e-08	1000
> ITALY	-.05471432           .	1000
> LUXEMBOUR	.94192523   9.375e-08	500
> NETHERLAN	1.0726261           0	1000
> AUSTRIA	.14302817           .	1011
> PORTUGAL	-.53366905           .	1013
> SWEDEN	1.2025346           .	1011
> GREAT BRI	.64745915           .	1009
> NORTHERN	.32294551           .	301
> CYPRUS (R	-.52049023           .	500
> CZECH REP	.73380858           .	1060
> ESTONIA	.51977873           0	1001
> HUNGARY	.11004449           .	1000
> LATVIA	.6622172           .	1006
> LITUANIA	.10387274   1.520e-08	1029
> MALTA	.13686518           .	500
> POLAND	-.42845824           .	1000
> SLOVAKIA	.4025459           .	1094
> SLOVENIA	.4127627           .	1015
> BULGARIA	-.67533928           .	1009
> ROMANIA	-.59633559   7.265e-08	1028
> CROATIA	-6.7901573           0	1000
> 		
> Total	-.02248435   1.4072492	27746
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Phil Clayton
> Sent: 20 July 2011 14:57
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Obtaining random intercept for each group from xtlogit or
> xtmelogit
> 
> After xtmelogit try:
> predict rintercept, reffects
> 
> Phil
> 
> On 20/07/2011, at 11:10 PM, Orian Brook wrote:
> 
>> Dear all
>> 
>> I'm have data on a binary outcome which is organised as respondents 
>> within countries. What I really want to know is the random intercept 
>> for each country, but I can't see how to get it - could anyone point 
>> me? (I was previously not using a multilevel approach and had a dummy 
>> variable for each country, to get the country effect - but I realised 
>> I really should try a multilevel approach).
>> 
>> The syntax I'm using is
>> 
>> xi:xtmelogit QA4_PERF VD8 i.D10 VD11 i.C14 i.QB3 i.D25 || COUNTRY:
>> xi:xtlogit QA4_PERF VD8 i.D10 VD11 i.C14 i.QB3 i.D25, i(COUNTRY)
>> 
>> They get the same log-likelihood results, though naturally xtmelogit 
>> takes longer to run, I realise it has other options available.
>> Thanks for any advice.
>> 
>> 
>> 
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