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From |
Shikha Sinha <shikha.sinha414@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Wald test in Random Coefficient Model |

Date |
Thu, 24 Feb 2011 16:44:37 -0500 |

Thank you very much for your response. It is WHO "Health Behaviour in school-aged children " data. May I also ask you the interpretation of "LR test vs. logistic regression: chi2(3) = 2132.55 Prob > chi2 = 0.0000". in the following output. ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ wp5: Unstructured | var(drel) | .037479 .0209765 .0125136 .1122521 var(_cons) | .1952712 .0515963 .1163391 .3277558 cov(drel,_cons) | -.0052752 .0251633 -.0545943 .0440439 ------------------------------------------------------------------------------ LR test vs. logistic regression: chi2(3) = 2132.55 Prob > chi2 = 0.0000 Thanks, Shikha On Thu, Feb 24, 2011 at 4:19 PM, Joerg Luedicke <joerg.luedicke@gmail.com> wrote: >> My question is How do test the significance of randome coefficient >> variance at country level? I saw a few papers using wald statistics. >> Could you suggest how to get the walt statistic from the above output? >> Is it this - Wald chi2(11) = 2324.18? > > I don't know what kind of Wald "test" those others are using. If that > is not clear from the paper you may bug the authors about that. > Anyway, the one that you mentioned (Wald chi2(11) = 2324.18) is > no such "test" (this one is just what is sometimes referred to as an > "omnibus" test, basically telling you that at least one coefficient > from your model differs significantly from zero...). However, what > you could do to check if the variation of the effect across country is > sort of considerable is to do a likelihood ratio test in which you > compare the model fit with and without the random coefficient (-help > lrtest-). If the model fits better in the case where variation of the > coefficient is allowed across countries it might make sense to further > investigate that. One thing that is definitely helpful in this context > is a caterpillar plot in which you plot the effect for each country > including confidence bounds (and e.g. order it from smallest to > biggest). From that you can immediately see to what extent the > coefficient varies across countries. > > May I ask you what data that is? Is this some ISSP stuff? > > HTH, > > J. > > * > * 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/

**Follow-Ups**:**Re: st: Wald test in Random Coefficient Model***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**References**:**st: Wald test in Random Coefficient Model***From:*Shikha Sinha <shikha.sinha414@gmail.com>

**Re: st: Wald test in Random Coefficient Model***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

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