In essence you want to test whether the variance of the
random region specific intercept is zero. Stata will
report standard errors for the variances, but Wald test
(parameter divided by the se is standard normal) is
problematic since the null hypothesis is on the border
of the allowable values of a variance. You could
estimate a model with random effects on the region level
and one without and do a likelihood ratio test. You'll
have to take care to specify the mle option to make that
valid, since by default -xtmixed- uses restricted
maximum likelihood (reml). You can repeat that for
the school and class levels.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Hillel Alpert
Sent: woensdag 4 oktober 2006 22:21
To: [email protected]
Subject: st: testing random effects with xtmixed
How can the effect of a particular level be tested with xtmixed for a multi-level model?
For example, how can we test the significance of region, school, and/or class?
xtmixed depvar indep || region: || school: || class:
Advice would be greatly appreciated.
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
