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Re: st: xtmixed not producing LR results - how to compare models?

From   Maarten Buis <>
Subject   Re: st: xtmixed not producing LR results - how to compare models?
Date   Tue, 18 Oct 2011 08:58:34 +0200

On Mon, Oct 17, 2011 at 9:40 PM, adlynch  wrote:
> I am using a 3 level model (time within individuals within cities) in xtmixed
> with 10 multiply imputed datasets in Stata 12. <snip>
> As a result, I am in particular having trouble assessing the importance of
> random effects.  I have no way of assessing whether adding random effects at
> level2 improves model fit.    Normally, I would run the lrtest command to
> compare nested models.

you should not use -lrtest- for that. The problem is that you want to
test a parameter at the boundary of its parameter space, the absolute
minimum value a variance can take is 0. Such tests tend to have weird
sampling distributions, requiring specialized commands. See for
example: (Gutierrez et al. 2001)  I don't think this has been
implemented for multiply imputed datasets.

Hope this helps,

Gutierrez, R., S. Carter, and D. M. Drukker. 2001. On boundary-value
likelihood-ratio tests. Stata Technical Bulletin 60: 15–18.

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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