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Re: st: supply known-variance matrix for xtmixed?


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: supply known-variance matrix for xtmixed?
Date   Wed, 31 Aug 2011 10:03:57 +0200

On Wed, Aug 31, 2011 at 2:12 AM, Brian Goodness wrote:
> Is there a way in Stata to supply a known-variance matrix (rather than
> it be estimated) to the -xtmixed- command (i.e., specify G, the
> covariance matrix for the random effects) for meta-analyses?

You could use -constraints- for that. The key issue is knowing how
Stata calls the coefficients you want to constrain and to which values
they should be constrained, as maximization typically occures with
respect to Fisher's z transformed correlations rather than
correlations. I just wrote a Stata tip on this very issue: M.L. Buis
(2011) "Stata tip 97: Getting at rhos and sigmas", The Stata Journal,
11(2), pp. 315-317.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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