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st: Gllapred and Level 2 Residuals


From   Jielu Lin <[email protected]>
To   [email protected]
Subject   st: Gllapred and Level 2 Residuals
Date   Fri, 14 May 2010 19:15:30 -0400

Dear all,

I estimated a random coefficient model using gllamm and obtained level
2 residuals using gllapred with ustd option. However, there were no
values for the residuals of the random slope (rz_iadl_q~m2 in the
output below) . Here is my output:

. gllamm iadl age agesq , i(id) eqs(inter slope) nip(12) nrf(2) adapt
from(a) copy
number of level 1 units = 580
number of level 2 units = 145
Condition Number = 390550.68
log likelihood = -1081.5765
------------------------------------------------------------------------------
     totiadl |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        age |  -1.663252   .2012228    -8.27   0.000    -2.057641   -1.268862
      agesq |   .0118635    .001325     8.95   0.000     .0092667    .0144604
       _cons |   58.63494   7.653772     7.66   0.000     43.63382    73.63606
------------------------------------------------------------------------------
Variance at level 1
------------------------------------------------------------------------------
  1.3431285 (.10917208)
Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (id)
    var(1): 125.06127 (29.45089)
    cov(2,1): -1.8267617 (.4144318) cor(2,1): -.99814552
    var(2): .02678263 (.00585232)
------------------------------------------------------------------------------

. gllapred rz_iadl_q_r, ustd
(means and standard deviations will be stored in rz_iadl_q_rm1
rz_iadl_q_rs1 rz_iadl_q_rm2 rz_iadl_q_rs2 )
Non-adaptive log-likelihood: -1081.3564 -1081.6149 -1081.5765
-1081.5765   log-likelihood:-1081.5765

. su  rz_iadl_q_rm1 rz_iadl_q_rs1 rz_iadl_q_rm2 rz_iadl_q_rs2
    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
rz_iadl_q~m1 |       580   -.0277825    1.043866  -3.951646   2.430058
rz_iadl_q~s1 |       580    9.382843    .9076038   8.122407   10.82412
rz_iadl_q~m2 |         0
rz_iadl_q~s2 |         0

Thanks everyone in advance!
Jielu Lin

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