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Re: st: Significance of the variance of GLLAMM random intercept


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Significance of the variance of GLLAMM random intercept
Date   Mon, 5 Mar 2012 17:12:49 +0100

On Mon, Mar 5, 2012 at 4:57 PM, junqing liu wrote:
> I fitted a three level random intercept model using the gllamm. I
> would like to test whether the variances of the random intercepts at
> level 2 and level 3 are significant. But i am not sure how to conduct
> the test. Any suggestions much appreciated.

That is actually a very hard test as it is on "the boundary of the
parameter space", that is, a variance can meaningfully take values
larger than or equal to 0, so 0 is on the boundary of meaningful
values for that parameter. Weird things happen there. See -help
j_chibar- and

Gutierrez, R., S. Carter, and D. M. Drukker. 2001. On boundary-value
likelihood-ratio tests. Stata Technical Bulletin 60: 15–18.
<http://www.stata.com/products/stb/journals/stb60.pdf>

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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