Jeph Herrin <[email protected]> asks:
> By accident I coded the following
> xtmelogit depvar var1 || groupid: var2, cov(unstructured) var
> Note that var2 is not in the equation, but I have specified it as
> a random coefficient. After puzzling over my results for some time
> I discovered my error, but I am surprised that -xtmelogit- did not
> discover it for me. What exactly was it estimated for the variance
> of the coefficient on -var2-? Is this a bug?
Not a bug, but instead something you probably don't want to do statistically.
By leaving -var2- out of the first equation, you estimated the variance across
groups (-groupid-) of the coefficient on -var2-, but you imposed the
constraint that the mean across groups is exactly zero. It is akin to leaving
main-effects terms out of a model with interactions.
--Bobby
[email protected]
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