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From | "Bontempo, Daniel E" <deb193@ku.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: CI for ri variance after melogit |
Date | Wed, 31 Oct 2012 17:46:00 +0000 |
I use nlcom to retrieve the estimated level-2 variance after an empty xtmelogit model with a random intercept, and the 95% CI is different form what was printed in the random effects table. For example: ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ Subj: Identity | var(_cons) | .779343 .2679137 .3972942 1.52878 ------------------------------------------------------------------------------ LR test vs. logistic regression: chibar2(01) = 50.65 Prob>=chibar2 = 0.0000 . matlist e(b) | eq1 | lns1_1_1 | _cons | _cons -------------+-----------+----------- y1 | -2.695873 | -.124652 . nlcom( Subj_var: (exp([lns1_1_1]_b[_cons]))^2) Subj_var: (exp([lns1_1_1]_b[_cons]))^2 ------------------------------------------------------------------------------ Correct | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Subj_var | .779343 .2679137 2.91 0.004 .2542419 1.304444 ------------------------------------------------------------------------------ Can someone explain why the nlcom CI gets smaller? Thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/