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From |
William Hauser <whauseriii@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: xtmelogit nonsensical constant |

Date |
Fri, 16 Mar 2012 15:10:12 -0400 |

The constant I obtain in a random intercepts model is substantively nonsensical and is highly inconsistent with what I get by postestimating the intercept as "predict intercept, reffects" and then averaging the prediction (summ intercept). This is using Stata12. My variables are all group/cluster mean centered. The "reffects" prediction is also consistent with what I get via intercept estimation via MLE. I used the linear term as an offset and predicted the intercept using a series of logit models with the offset option specified (as discussed in Rabe-Hesketh & Skrondal, 2nd ed. p264). The constant displayed the xtmelogit model without the "or" option is -6.54063. Converted to odds, that's .0014, and conversion to a probability yields essentially the same value (odds/(1+odds)). Within the context of my model predicting incarceration, this would mean that the average probability of incarceration across judges is .0014. That can't be right. The Bayes estimates from reffects are about what you would expect, a mean odds ratio for the intercept of 1.67 and a mean probability of about .51. So what explains this difference? Is the constant term displayed in xtmelogit results not the random intercept? I can't find anything about this in the documentation and there is an old thread on statalist discussing the (woeful) lack of an intercept for the xtmelogit command when the "or" option is specified. (http://www.stata.com/statalist/archive/2008-01/msg00805.html) Thanks, Will Hauser P.S. With the frequency of my posting here I believe I will have to include statalist in my acknowledgments for my dissertation! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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