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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: negative variance? |

Date |
Tue, 25 Jun 2013 08:51:59 -0500 |

The standard reference that you would want to start working off is Self & Liang (1987), http://www.citeulike.org/user/ctacmo/article/892892; I wrote a couple of papers on this in the context of structural equation models, see http://www.citeulike.org/user/ctacmo/article/4307766 and http://www.citeulike.org/user/ctacmo/article/10844983. Your variance component does not seem to be identified: the likelihood is flat with respect to it, which is odd, but I am sure that if I had an extra half an hour, I would generate an example in Stata to demonstrate this. (The simplest case is when you have just one observation per unit at a given level, so there is no information for within-level variation.) The parameterization of either -xtmelogit- or -gllamm- rules out negative variance estimates, as they transform the coefficient to be non-negative (although probably in different ways). -- Stas Kolenikov, PhD, PStat (SSC) -- Senior Survey Statistician, Abt SRBI -- Opinions stated in this email are mine only, and do not reflect the position of my employer -- http://stas.kolenikov.name On Tue, Jun 25, 2013 at 6:11 AM, Hanne F <hannefriedl@hotmail.com> wrote: > Hi, > > I am currently using a two-level random slope model, logistic regression. > The reason I use multilevel is to control for a possible design effect. I am > using xtmelogit, but I already tried glamm and xtlogit as well. I have data > for three measurements. When running the same model on the first two > measurements, I do not experience any problems. By contrast, for the third > measurement, I do not seem to get an accurate estimation of the second level > variance. Sd_cons is virtually zero, and the confidence interval is also > odd: I get exactly 0 as a lower point, and a '.' as upper bound. The p-value > indicating whether or not it is necessary to use a multilevel design gives > exactly zero. Can anyone tell me why this is the case? > In a multilevel course based on MLWin I learned that in this case you should > 'allow for negative variance'. Can anybody please tell me how I could do > this with Stata? > > thank you very much in advance!! > > best regards, > Hanne > > > > -- > View this message in context: http://statalist.1588530.n2.nabble.com/negative-variance-tp7580385.html > Sent from the Statalist mailing list archive at Nabble.com. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: negative variance?***From:*Hanne F <hannefriedl@hotmail.com>

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