Statalisters,
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)?
Thanks
Ed
****************************************
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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