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st: question about xtmixed and interactions

From   "Ed Levitas" <[email protected]>
To   <[email protected]>
Subject   st: question about xtmixed and interactions
Date   Fri, 17 Oct 2008 14:40:08 -0500


I have estimated hierarchical models including interactions using
xtmixed.  My interactions are constructed from two fixed-effects.
Likelihood ratio tests between a restricted model (all effects except
for interaction) and full models (all effects including interaction)
were also conducted.  In some cases an LR test was significant (where
coefficents with p < .10 are assumed to be significant) but the
corresponding coefficient was not.  In hierarchical models, does it make
statistical sense to have a "significant" restricted-full LR test but
not a corresponding "significant" coefficient.  Or is my coding of
xtmixed estimations suspect (perhaps I included additional effects in
the full model aside from the interaction that are not included in the
restricted model)?


Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business 
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957

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