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st: specifying factor variables in random-effects logistic regression model


From   Jinseok Kim <praxis87@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: specifying factor variables in random-effects logistic regression model
Date   Fri, 21 Dec 2012 17:17:29 +0900

Hi listers,

I am trying to estimate a logistic regression model with a
random-effect (or random-slope) of a factor variable. I believe that
the following stata command would do the trick for me:

xtmelogit y i.x ||group: R.x

where y be a binary dependent variable, x a categorical (factor)
independent variable.

I noticed that the stata output produced only one random effect, which
was sd(R.x), but no sd(_cons) for a random intercept.

Can any of you explain why there is no sd(_cons) for a random
intercept in the model above?

Also, please help me understand why the degree of freedom in the LR
test vs. logistic regression results is one instead of (k-1), where k
is the number of categories of the factor variable, x.

Thanks.

Jinseok

Jinseok Kim, Ph.D., MSSW
Assistant Professor
Dept. of Social Welfare, Seoul Women's University
Rm. #721, Insa-Kwan Bldg.,
126 Kongneung 2-Dong, Nowon-Ku
Seoul, Korea (139-774)
Tel: +82-2-970-5540; Fax: +82-2-970-5965
e-mail: jskim@swu.ac.kr
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