Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: negative variance?


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index