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st: How to interpret results from gllamm


From   Jurijs Ņikišins <jurijs.nikisins@lu.lv>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to interpret results from gllamm
Date   Tue, 06 Nov 2012 20:01:23 +0200

Hello,
I'm a newcomer to both Stata and multilevel analysis and I have some general understanding of theory but implementing it in practice is a real challenge for me so far, so I'd be really grateful for help on interpreting results I get from gllamm.
Using the European Social Survey 25-country dataset, I'm studying the relationship between dichotomous outcome variable demonstration_rec (whether a person took part in a demonstration last year)
and the following independent vars: gender, education, index of attitudes to gender, cultural and income equality (resp. geq_mean, ceq_mean, ieq_mean) and 4-rank democratic history variable new_demhist denoting period that a country has been a stable democracy.
I treat new_demhist as a country-level variable, allowing it to vary at a country level (i.e. trying to build a random-coefficient model):

gllamm demonstration_rec Gender_rec Education_rec geq_mean ceq_mean ieq_mean i.new_demhist, family(binomial) link(logit) i(country_rec) nrf(2) eqs(cntry_cons cntry_democr) nip(8)
i.new_demhist     _Inew_demhi_1-4     (naturally coded; _Inew_demhi_1 omitted)
-----------------------------------------------------------------------------------
demonstration_rec |      Coef.          Std. Err.           z        P>|z|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
       Gender_rec |   .1956246          .0404499     4.84     0.000     .1163443    .2749049
    Education_rec |   .2037315        .0162273    12.55    0.000     .1719265    .2355365
         geq_mean |    .2762476         .0232011    11.91    0.000     .2307744    .3217209
         ceq_mean |     .1077089         .0102165    10.54     0.000     .0876849    .1277329
         ieq_mean |      .3145431          .0246306    12.77    0.000     .2662681    .3628181
    _Inew_demhi_2 |  -.4142843    .1031448    -4.02    0.000    -.6164443   -.2121243
    _Inew_demhi_3 |   .7189537    .0954098     7.54     0.000     .5319539    .9059535
    _Inew_demhi_4 |  -.0171796    .0929596    -0.18    0.853     -.199377    .1650178
            _cons |       -5.994235          .1476284   -40.60    0.000    -6.283581   -5.704889
-----------------------------------------------------------------------------------
 Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (country_rec)
     var(1): .20405822 (.10364398)
    cov(2,1): .00757171 (.01157615) cor(2,1): .03609139
     var(2): .21568821 (.02322925)
------------------------------------------------------------------------------
My questions are:

1) How actually should I interpret var(1) and var(2)? Are they individual- and country-level variance, or variances of intercept and slope? 
2) How do I interpret individual-level coefficients together with level 2 variances and covariances?

Thanks a lot in advance,

Jurijs Nikisins
Sociology PhD student, University of Latvia

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