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Re: st: No constant with XTMELOGIT


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: No constant with XTMELOGIT
Date   Sat, 26 Jan 2008 10:05:51 +0000 (GMT)

--- Susan Mason <[email protected]> wrote:
> For some reason I do get a constant in the random coefficients when I
> run my HLM model. 
<snip>
> xi: xtmelogit  dumlib  dumfem dumhighi dumcolle ageraw dummarri
> dumestee divdum prosperi i.regroup dumcanad ||  citycode: || 
> uniqresp:, diff or

Thank you for this question, now I can repeat my favourite feature
request ;-)

The reason that you don't get the constant is that you specified the
-or- option in order to display the odds ratios. With the -or- option
Stata never displays the constant. The constant in this constant is not
an odds ratio, but the baseline odds, so the column label would be off,
but that could just be fixed with a star after _cons and a footnote, or
some other labeling of the column. 

Substantively, I think that the baseline odds are very important. The
odds ratio will tell you that the odds of success for men may be twice
that of women, but that tells a very different story if the odds of
success for women is .0001 success for every failure of 1 success for
every failure.     

For many programs there is a trick to get the baseline odds: Generate a
variable that is always one, add that variable to your model and choose
the -noconst- option. However, there is, for good reason, no -noconst-
option in -xtmelogit-, so this trick won't work. You can display the
baseline odds separately by typing -nlcom exp([eq1]_cons)- after you
have estimated you -xtmelogit- command. 

Finally if you are in a model building stage and want to have quick
results to see if something has to be changed to your model you can
specify the -laplace- option, which will be quicker. 

Hope this helps,
Maarten

*-------------- begin example ----------------
webuse bangladesh
xtmelogit c_use urban age child* || district:

// replay last estimation with -or-
// notice no constant
xtmelogit , or 

// the baseline odds
nlcom exp([eq1]_cons)
*-------------- end example ------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )


-----------------------------------------
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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