Hi!
I've run a random effects model using xtlogit (attaching output below) and I
have two questions:
1) what does the note at the end of the output "77 completely determined
panels" means?
2) How are sigma_u and rho estimated and what could be the reasons to not
get an estimate?
I can give more details about what I'm trying to do if necessary.
Does anyone can help me?
Thanks, Maria
*** DIABETES SAMPLE - RANDOM EFFECTS MODEL ***
*** y = hgba1c9 ***
Fitting comparison model:
Iteration 0: log likelihood = -131797.67
Iteration 1: log likelihood = -123002.37
Iteration 2: log likelihood = -121656.66
Iteration 3: log likelihood = -121497.99
Iteration 4: log likelihood = -121487.96
Iteration 5: log likelihood = -121487.89
Fitting full model:
tau = 0.0 log likelihood = -74262.589
tau = 0.1 log likelihood = -73836.934
tau = 0.2 log likelihood = -73857.655
Iteration 0: log likelihood = -73836.934
Iteration 1: log likelihood = -73796.633
Iteration 2: log likelihood = -73795.417
Iteration 3: log likelihood = -73792.73
Iteration 4: log likelihood = -73792.3
Iteration 5: log likelihood = -73792.289
Iteration 6: log likelihood = -73792.284
Iteration 7: log likelihood = -73792.283
Iteration 8: log likelihood = -73792.282
Iteration 9: log likelihood = -73792.282
Iteration 10: log likelihood = -73792.282
Iteration 11: log likelihood = -73792.282
Iteration 12: log likelihood = -73792.282
Iteration 13: log likelihood = -73792.282
Random-effects logistic regression Number of obs =
311483
Group variable (i): staid Number of groups =
115
Random effects u_i ~ Gaussian Obs per group: min =
91
avg =
2708.5
max =
9808
Wald chi2(55) =
2313.64
Log likelihood = -73792.282 Prob > chi2 =
0.0000
----------------------------------------------------------------------------
--
hgba1c9 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
x1 | .4095555 .2647175 1.55 0.122 -.1092812
.9283923
x2 | .8575154 .2405756 3.56 0.000 .3859958
1.329035
x3 | .9227785 .249242 3.70 0.000 .434273
1.411284
x4 | 1.850136 .2372968 7.80 0.000 1.385042
2.315229
x6 | .1202333 .1749468 0.69 0.492 -.2226561
.4631227
x7 | .4944136 .1636488 3.02 0.003 .1736678
.8151594
x8 | .9123179 .1643273 5.55 0.000 .5902424
1.234393
x9 | 1.488383 .1643935 9.05 0.000 1.166178
1.810588
x10 | 1.801438 .1662771 10.83 0.000 1.475541
2.127336
x11 | 1.876004 .226228 8.29 0.000 1.432605
2.319402
rx1 | -.5251783 .1217281 -4.31
0.000 -.763761 -.2865956
rx2 | .1929372 .1426307 1.35 0.176 -.0866139
.4724883
rx3 | .3215887 .3714401 0.87 0.387 -.4064206
1.049598
rx4 | .2155295 .0412654 5.22 0.000 .1346508
.2964082
rx5 | .0012255 .0356784 0.03 0.973 -.0687029
.0711539
rx6 | .0614766 .1477673 0.42 0.677 -.2281419
.3510952
rx7 | -.1446971 .0343055 -4.22
0.000 -.2119347 -.0774595
rx8 | .068277 .0499882 1.37 0.172 -.029698
.166252
rx9 | -.1511646 .0331805 -4.56
0.000 -.2161972 -.0861321
rx10 | -2.545313 .1208503 -21.06
0.000 -2.782175 -2.308451
rx11 | .1691492 .064368 2.63 0.009 .0429901
.2953082
rx12 | .0285288 .0296052 0.96 0.335 -.0294963
.0865539
rx13 | -.0571482 .054355 -1.05 0.293 -.163682
.0493855
rx14 | .4092857 .061093 6.70 0.000 .2895456
.5290257
rx15 | .092205 .029328 3.14 0.002 .0347231
.1496868
rx16 | -.0152861 .0285844 -0.53 0.593 -.0713104
.0407383
rx17 | .1382342 .0317605 4.35 0.000 .0759849
.2004836
rx18 | .2646325 .1921235 1.38 0.168 -.1119227
.6411877
rx19 | .0665179 .1145922 0.58 0.562 -.1580786
.2911144
rx20 | .0296266 .1027942 0.29 0.773 -.1718463
.2310994
rx21 | -.0302635 .0329081 -0.92 0.358 -.0947622
.0342352
rx22 | .1005101 .0298979 3.36 0.001 .0419112
.159109
rx23 | .2278936 .1408835 1.62 0.106 -.048233
.5040202
rx24 | -.0456085 .0606942 -0.75 0.452 -.1645669
.07335
rx25 | -.0879215 .1501958 -0.59 0.558 -.3822998
.2064567
rx26 | -.0006371 .0693361 -0.01 0.993 -.1365334
.1352593
rx27 | .0527215 .05436 0.97 0.332 -.0538222
.1592651
rx28 | .6377151 .2416082 2.64 0.008 .1641717
1.111259
rx29 | .385037 .3142417 1.23 0.220 -.2308653
1.000939
rx30 | -.0506109 .2923023 -0.17 0.863 -.6235129
.5222911
rx31 | -.0631594 .1790045 -0.35 0.724 -.4140018
.2876829
rx32 | -.2353477 .1133175 -2.08
0.038 -.457446 -.0132494
rx33 | -.1748339 .1467742 -1.19 0.234 -.462506
.1128382
rx34 | .028737 .1449877 0.20 0.843 -.2554337
.3129077
rx35 | -.0856954 .1072664 -0.80 0.424 -.2959337
.1245429
rx36 | -.1454762 .1151164 -1.26 0.206 -.3711001
.0801478
rx37 | .9837945 .4758569 2.07 0.039 .0511321
1.916457
rx38 | -.0018089 .1557161 -0.01 0.991 -.3070068
.3033891
rx39 | .2824577 .0375618 7.52 0.000 .208838
.3560774
rx40 | .0757041 .0897952 0.84 0.399 -.1002912
.2516994
rx41 | -.4201644 .0426451 -9.85
0.000 -.5037472 -.3365816
rx42 | -.0232888 .0332755 -0.70 0.484 -.0885075
.0419299
rx43 | .0358268 .0606471 0.59 0.555 -.0830394
.1546929
rx44 | .3013726 .1822789 1.65 0.098 -.0558874
.6586327
rx45 | .209898 .0391102 5.37 0.000 .1332433
.2865526
_cons | 3.178485 .2061934 15.42 0.000 2.774354
3.582617
-------------+--------------------------------------------------------------
--
/lnsig2u | -2.197225 . .
.
-------------+--------------------------------------------------------------
--
sigma_u | .3333333 . .
.
rho | .0326703 . .
.
----------------------------------------------------------------------------
--
Likelihood-ratio test of rho=0: chibar2(01) = 9.5e+04 Prob >= chibar2 =
0.000
Note: 77 completely determined panels
****************************************************************************
**
Maria E Montez
Senior Programmer
Center for Health Quality, Outcomes, and Economic Research
Phone : (781) 687-2857
Fax: (781) 687-3106
Email: [email protected]
*
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