Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Johan Sundström <johan.sundstrom@medsci.uu.se> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: specifying zero covariance in xtmixed |
Date | Mon, 27 Aug 2012 12:27:34 +1000 |
Hi Statalisters! I have data at two timepoints from a randomized clinical trial of a blood pressure-lowering drug, with "sbp" as a continuous dependent variable, and "time", "id" and "treat" as logically named independent variables. I want to know how much of the apparent variability in response to a blood pressure drug is between-person variability, and how much is within-person variability. I want the following random effects components: random intercept, random time effects, and random treatment effects. The problem is that because of the randomized structure, I want to specify that there can't be any covariance between "treat" and the intercept. I could do the model below, it has the variance components I want, but I don't want a three level model because "treat" only has two groups (too little for a level of its own): xtmixed sbp treat time || treat: time, cov(uns) nocon || id: treat, cov(uns) nocon || id: time, cov(uns) var I've tried the following (similar to the suggestion on p. 362 in the wonderful Rabe-Hesketh Skrondal book; p. 325 in xt.pdf), and it works; but it gives me separate variance components for both treatment groups: gen tr_0=treat==0 gen tr_1=treat==1 gen t_tr0=time*tr_0 gen t_tr1=time*tr_1 xtmixed sbp treat time || id: t_tr0 tr_0, cov(uns) nocon || id: t_tr1 tr_1, cov(uns) nocon var I would like to have a single measure of the variance components for the whole sample. Does anyone have a suggestion of how I could specify the two-level model I want? Cheers, Johan Sundstrom Uppsala University * * 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/