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st: More mixed confusion


From   Lucas <lucaselastic@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: More mixed confusion
Date   Wed, 10 Jul 2013 10:12:25 -0700

A (seemingly) simple question: What does it mean in stata to suppress
the constant from "the" random effects equation?

(Note: Although I use the terms here, I agree with Andrew Gelman's
very clear critical observations on the terms "fixed effect" and
"random effect", which can be found by googling "Why I don't use the
term "fixed and random effects"").

The reason I ask is that the output does not seem to provide an
equation for the "random effect".  We do see a variance, and if there
are multiple random effects, we see variances and covariances.  Thus,
where is the constant (if we do not use the noconstant option)?  What
is the constant giving us?  What does using the noconstant take away
from the output?  Is the constant some parameter for the variance?  If
so, where does it appear in the greek-equation specification of the
model?  (And, just for clarity-sake, why aren't the other parameters
involved in the variance (e.g., the context-level Z's) in the random
effects area as opposed to being forced up into the fixed effects area
by interactions?)

Things become a bit less clear if multiple parameters are allowed to
vary across contexts (e.g., the slope for Education and the slope for
Occupation vary across contexts).  It seems one is allowed to specify
noconstant for one, both, or none of the "random effects."  But,
1)how, and, 2)what would it mean, as the random effect section of the
output doesn't seem to contain constants whether one uses the
noconstant option or not?

I've been using the software, nut, as my work becomes more complex, I
am pushed to consider many options I had not needed before.  And, upon
closer inspection, I realize I am confused as to the basic
"noconstant" option for the "re" equation, and now this de-stabilizes
my sense of what the "re" section of the output is doing (or
suppressing). Although I did not read every example, I have looked
over some of the -me- examples in the stata13 manual and so far have
not found any cases where the noconstant option is used in the random
effects equation.  Perhaps I missed it, and, if so, I'd appreciate
being pointed to the example(s) that might clarify matters.  At any
rate, these are emerging questions.

Thanks a bunch.
Sam
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