Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: multilevel logistic and reml
From
<[email protected]>
To
<[email protected]>
Subject
st: multilevel logistic and reml
Date
Tue, 12 Nov 2013 09:42:09 +0000
Short answer: it's not possible to use REML to estimate fixed effect parameters of a multilevel logistic regression using Stata, as far as I know. Look at the documentation for -xtmelogit- in Stata 12, and -meqrlogit- and -melogit- in Stata 13.
The bigger question is why you should want to do this. REML is typically employed for linear mixed models. With -xtmixed- in Stata 12 or -mixed- in Stata 13, REML is an option.
Otherwise adaptive quadrature is the default estimation procedure. And with good reason in the multilevel logistic regression case -- alternative estimators such as PQL perform worse. (MCMC may do better, but it's not built into Stata ... though you can use -runmlwin- on SSC to try this estimator.)
For some discussion of estimators of multilevel logistic regression models, see
http://www.stata.com/meeting/uk13/abstracts/materials/uk13_jenkins.pdf
[The emphasis of the talk is slightly different, but there are some relevant citations.]
"Schall (1991)" is unhelpful. As the Statalist FAQ states, provide full references please.
Stephen
------------------
Stephen P. Jenkins <[email protected]>
------------------------------
Date: Tue, 12 Nov 2013 07:22:43 +0000
From: Garry Anderson <[email protected]>
Subject: st: multilevel logistic and reml
Dear Statalist,
Is it possible to use the reml method to estimate fixed effect parameters for a multilevel logistic regression?
Genstat 15th Ed. and SPSS 20th Ed. statistical software seem to use reml and I was wishing to replicate their estimates in Stata.
For the generalized linear mixed model with a binary outcome, Genstat cites Schall (1991) and SPSS gives the same parameter estimate as Genstat for my dataset.
Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer
*
* 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/