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st: Significance of mixed-effect parameter - arithmetic right, meaning wrong


From   "Allan Reese (Cefas)" <allan.reese@cefas.co.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Significance of mixed-effect parameter - arithmetic right, meaning wrong
Date   Thu, 24 Feb 2011 14:43:11 -0000

Playing with xtmelogit, I note that this first output shows the
random-effect factor is very significant by the LR test.  The confidence
interval for the random-effect SD excludes 0 (=no random effect) and
happens to include 1.  

The second output, with option -estm-, generates a test of the log
standard deviation against zero, equivalent to testing the sd(_cons)
against a null value of 1.  P>.8 indicates not significantly different.


This makes no sense to me and appears a pointless and misleading piece
of output (the P value).



. xtmelogit sitenA lwmean || spn: , bin(Natstation) nolog

Mixed-effects logistic regression               Number of obs      =
58
Binomial variable: Natstation
Group variable: spn                             Number of groups   =
6

                                                Obs per group: min =
4
                                                               avg =
9.7
                                                               max =
24

Integration points =   7                        Wald chi2(1)       =
239.09
Log likelihood = -128.63521                     Prob > chi2        =
0.0000

------------------------------------------------------------------------
------
      sitenA |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
      lwmean |  -2.049232   .1325283   -15.46   0.000    -2.308983
-1.789481
       _cons |   3.343523   .4401414     7.60   0.000     2.480862
4.206185
------------------------------------------------------------------------
------

------------------------------------------------------------------------
------
  Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+------------------------------------------
------
spn: Identity                |
                   sd(_cons) |   .9247444    .328285      .4611524
1.854381 <<< That's ok
------------------------------------------------------------------------
------
LR test vs. logistic regression: chibar2(01) =    75.99 Prob>=chibar2 =
0.0000




. xtmelogit sitenA lwmean || spn: , bin(Natstation) nolog estm

Mixed-effects logistic regression               Number of obs      =
58
Binomial variable: Natstation
Group variable: spn                             Number of groups   =
6

                                                Obs per group: min =
4
                                                               avg =
9.7
                                                               max =
24

Integration points =   7                        Wald chi2(1)       =
239.09
Log likelihood = -128.63521                     Prob > chi2        =
0.0000

------------------------------------------------------------------------
------
      sitenA |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
eq1          |
      lwmean |  -2.049232   .1325283   -15.46   0.000    -2.308983
-1.789481
       _cons |   3.343523   .4401414     7.60   0.000     2.480862
4.206185
-------------+----------------------------------------------------------
------
lns1_1_1     |
       _cons |   -.078238   .3550008    -0.22   0.826    -.7740268
.6175509 <<< p>.8?!
------------------------------------------------------------------------
------


Regards
Allan







R Allan Reese
Senior statistician, Cefas
The Nothe, Weymouth DT4 8UB 

Tel: +44 (0)1305 206614 -direct
Fax: +44 (0)1305 206601 

www.cefas.co.uk 



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