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st: CI for ri variance after melogit
From
"Bontempo, Daniel E" <[email protected]>
To
"[email protected]" <[email protected]>
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
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