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st: RE: comparing model with gllamm

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: comparing model with gllamm
Date   Fri, 24 Nov 2006 09:07:37 +0100

--- stata_user stata_user wrote:
> I would like to compare between two  non nested models, I am using gllamm
> with a continuous  outcome and a mixture of discrete and continuous
> independent variables.
> Model 1: includes a variable X1 as continuous
> Model2: includes a decrete version of X1

In some cases model 1 and model 2 are nested. Imagine an ordered variable 
with three levels. If we think that the effect of moving from level 1 
to level 2 is the same as the effect of moving from level 2 to level 3, 
then we can constrain the two effects to be the same by adding that 
variable as a continuous variable. If we add the variable in a discrete 
way, by adding two dummies, then we relax that constraint. So in this 
case the models are nested and a likelihood ratio test of the two models 
would be a test of the hypothesis that the effect of moving from level 1 
to level 2 is the same as the effect of moving from level 2 to level 3.

Things get more complex if you also group different levels together. For 
instance a variable age, measured in years, as a continuous variable and 
the discrete variables are dummies for people aged between 20-29, 30-39, 
40-49, etc. The reason you would want to compare these models is probably 
because you think that the effect of age might be non-linear. Alternative 
ways to add non-linear effects that are nested with the linear effect of 
that variable are: 
1) adding polynomials of that variable. In that case adding them as 
orthogonal polynomials is nice, see: -help orthpoly-. 
2) adding splines, see -help mkspline-.


Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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