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| From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: CI for ri variance after melogit |
| Date | Wed, 31 Oct 2012 15:12:57 -0400 |
On Wed, Oct 31, 2012 at 1:46 PM, Bontempo, Daniel E <deb193@ku.edu> wrote: > > Can someone explain why the nlcom CI gets smaller? The one generated by -nlcom- is point estimate +/- 1.96*SE. This is the delta method estimate, whereas I suspect what the -xtmelogit- one does is work on the estimation metric, which is much better approximated by the normal, and then transformed back to the scale of a variance. The latter is much more accurate, for the same reason that you would generally not want to form a confidence interval for an odds ratio directly but instead work on the log-odds scale and then transform back. * * 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/