I have run a number of models using mi estimate: xtmelogit. I am having
trouble getting some information when using the mi option.
1. When I run xtmelogit without mi, I get significance values for the
random effects parameter (chi bar squared). I don't get this when using
MI. How do I estimate whether the random effects parameter is
significant using MI? On a related note, how can I estimate the
2. I have significant 2 way interactions in these models. Is there a way
to probe these in Stata taking the random effects into account? I have
searched the documentation without luck.
I have found a website that allows for probing these interactions using
R. However, I am having difficulty pulling together all the coefficients
I need using Stata. The program requires that I have get the asymptotic
covariance matrix of the regression parameters. How can I get these from
Stata? estat only has options for recovariance (it doesn't seem to work
when I use MI anyway).
I would appreciate any help or suggestions. I have been combing the
documentation and the web without luck.