Re: st: Are my -xtmixed- intercepts accurate?

[Brandon Olszewski <olszewski.brandon@gmail.com>]

Thank you, Maarten - that does help.

I also was pointed to a list specifically about multilevel modeling:
https://www.jiscmail.ac.uk/cgi-bin/webadmin?A0=multilevel

Back to it, then. Cheers-
Brandon

On Thu, Aug 19, 2010 at 3:37 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Wed, 18/8/10, Brandon Olszewski wrote:
>> ...I compared these predicted intercepts to the actual
>> scores (by teacher using -list-), and also to those
>> calculated using a Bayes’  prediction with:
>> quietly xtmixed avg time tx || tid: tx, cov(un) || id:,
>> cov(uns) mle
>> predict eb1 eb2 eb3, reffects
>> list id eb1 eb2 eb3 teacher_id if student_id<100
>>
>> From what I can tell, both the mle and Bayes’ predictions
>> are way off. For instance, at time=0, most of the observed
>> lines would cross the y-axis in between 0.2 and 0.5
>> (between 20% and 50% correct for the whole test), but the
>> predicted intercepts are in between -0.07 to 0.08.
>>
>> 1. How do I interpret these? Are these values transformed
>> or standardized in some way? Why aren't they closer to the
>> actual values? Moving from time=1 to time=0 should not
>> produce such big drops in the predicted scores.
>
> Yes they are standardized to have a mean of 0 (they are after
> all a type of residuals).
>
>> 2. I interpret the Bayes’ predictions this way: eb1 =
>> predicted intercept for different teachers’ students; eb2 =
>> predicted slope for different teachers’ students; eb3 =
>> predicted intercept for individual students. Is that
>> accurate? If not, how should they be interpreted?
>
> That is not accurate, they are the deviations from the overall
> mean.
>
>> 3. My goal is to know whether or not my model fits well,
>> how to interpret the results correctly, and produce a graph
>> showing different regression lines for different teachers
>> Rabe-Hesketh & Skrondal produce a couple of these, such as
>> Figure 4.3 (pg. 146) and Figure 4.10 (pg. 165).
>
> Just copy their approach (the lines of code necesary appear
> close by in the text), they predict the outcome directly
> using the -fitted- option.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/