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From |
"Susan Mason" <[email protected]> |

To |
<[email protected]> |

Subject |
Re: st: No constant with XTMELOGIT |

Date |
Mon, 28 Jan 2008 13:35:02 -0700 |

Hi Maarteen, Thank you for responding. I think I have several follow up questions. First, I did wonder if using OR was causing my problem but decided it must be something else because the examples in the Stata manual show a constant when using OR. I agree this is an important statistic. Please correct me if I am wrong, but when I report my results this constant would represent the grand mean of model, correct? I guess one way around this is to run it without OR and then report both statistics with an asterisk explaining the grand mean is not generated when using odds ratios. Would this be acceptable? I have been hesitant to use laplace because of the potential bias. As I noted earlier I have over 56,000 observations so each run can take several days even using the difficult command. If I can't report the difference in the models using laplace and not using laplace then I don't suspect I should use laplace. Would that be a safe assumption? Here is example model not using diff: ....as you can see there are so many valleys that I wasn't getting anywhere. xtmelogit dumlib dumfem dumhighi dumcolle dumestee dummarri divdum prosperi nedum sed > um mwdum southdum pacificd || citycode: || uniqresp:, or Refining starting values: Iteration 0: log likelihood = -33824.627 (not concave) Iteration 1: log likelihood = -33790.565 Iteration 2: log likelihood = -33778.46 Performing gradient-based optimization: Iteration 0: log likelihood = -33778.46 Iteration 1: log likelihood = -33765.905 Iteration 2: log likelihood = -33764.782 Iteration 3: log likelihood = -33764.634 Iteration 4: log likelihood = -33764.633 (not concave) Iteration 5: log likelihood = -33764.633 (not concave) Iteration 6: log likelihood = -33764.633 (not concave) Iteration 7: log likelihood = -33764.633 (not concave) Iteration 8: log likelihood = -33764.633 (not concave) Iteration 9: log likelihood = -33764.633 (not concave) Iteration 10: log likelihood = -33764.633 (not concave) Iteration 11: log likelihood = -33764.633 (not concave) Iteration 12: log likelihood = -33764.633 (not concave) Iteration 13: log likelihood = -33764.633 (not concave) Iteration 14: log likelihood = -33764.633 (not concave) Iteration 15: log likelihood = -33764.633 (not concave) Iteration 16: log likelihood = -33764.633 (not concave) Iteration 17: log likelihood = -33764.633 (not concave) Iteration 18: log likelihood = -33764.633 (not concave) Iteration 19: log likelihood = -33764.633 (not concave) --Break-- r(1); My final model seems to be too complex for my computer but I believe it is the best way to model my question to understand the differences in regional influences (where i.regroup is the different regions). xi: xtmelogit dumlib dumfem dumhighi dumcolle ageraw dummarri dumestee i.regroup dumcanad || citycode: i.regroup || uniqresp: , diff or cov(unstr) var This model has been running for six days. It has not generated an error but it has not generated initial values either. Do you have any suggestions for me? Should I be patient or should I return to the simpler model given the volume of data? Thank you very much for any light you can shed on these concerns. I am looking forward to reporting results Susan >>> Maarten buis <[email protected]> 1/26/2008 3:05 AM >>> --- 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/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: No constant with XTMELOGIT***From:*Maarten buis <[email protected]>

**RE: st: No constant with XTMELOGIT***From:*"Verkuilen, Jay" <[email protected]>

**References**:**st: No constant with XTMELOGIT***From:*"Susan Mason" <[email protected]>

**Re: st: No constant with XTMELOGIT***From:*Maarten buis <[email protected]>

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