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Re: st: CI for ri variance after melogit


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: CI for ri variance after melogit
Date   Wed, 31 Oct 2012 15:12:57 -0400

On Wed, Oct 31, 2012 at 1:46 PM, Bontempo, Daniel E <deb193@ku.edu> wrote:

>
> Can someone explain why the nlcom CI gets smaller?

The one generated by -nlcom- is point estimate +/- 1.96*SE. This is
the delta method estimate, whereas I suspect what the -xtmelogit- one
does is work on the estimation metric, which is much better
approximated by the normal, and then transformed back to the scale of
a variance. The latter is much more accurate, for the same reason that
you would generally not want to form a confidence interval for an odds
ratio directly but instead work on the log-odds scale and then
transform back.
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