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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 * * 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/

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