
From  "stata_user stata_user" <stata_dofile@hotmail.co.uk> 
To  statalist@hsphsun2.harvard.edu 
Subject  RE: st: RE: comparing model with gllamm 
Date  Sat, 25 Nov 2006 20:21:52 +0000 
From: "Maarten Buis" <M.Buis@fsw.vu.nl>_________________________________________________________________
ReplyTo: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
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 2029, 3039,
4049, etc. The reason you would want to compare these models is probably
because you think that the effect of age might be nonlinear. Alternative
ways to add nonlinear 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.
HTH,
Maarten

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
http://home.fsw.vu.nl/m.buis/

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