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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Nested hypothesis testing with multiply imputed data using xtmelogit |

Date |
Sat, 30 Nov 2013 16:32:40 +0100 |

In general Steve is correct. However, the test that the variance of the random parameter equals 0 is a test on the boundary of the parameter space: a variance can only be larger then or equal to 0. Tests tend to perform weirdly in that region. Typically the sampling distribution of the test-statistic under the null-hypothesis tends to be a mixture distribution instead of a chi-square. I don't know if a solution for this type of problem has been developed within the MI framework, let alone whether such a solution has been implemented in Stata. Hope this helps, Maarten On Sat, Nov 30, 2013 at 3:32 PM, Steve Samuels <[email protected]> wrote: > > See the manual entry for - mi test-. > > Steve > > Steven J. Samuels > 18 Cantine's Island > Saugerties, NY 12477 > USA > > On Nov 29, 2013, at 4:03 AM, Edward Lorenz wrote: > > Hello, > > I am new to Statlist and I am hoping that someone familiar with > multiple imputation estimation knows whether it is possible to perform > nested hypothesis testing after using xtmelogit (now meqrlogit) on > multiply imputed data. I am doing a two-level logistic random > intercepts model. I would like to test the null hypothesis that the > estimate for the random parameter is zero. Without multiply imputed > data I would do this with a likelihood ratio test comparing the empty > single-level model with the empty two-level model. But I have learnt > that the log likelihood statistictic is not defined in the case of > multiply imputed data. Is there another way to do this test after mi > estimate: meqrlogit. Any help would be much appreciated. > > Edward Lorenz > * > * 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/ > > * > * 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/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/

**References**:**st: Nested hypothesis testing with multiply imputed data using xtmelogit***From:*Edward Lorenz <[email protected]>

**Re: st: Nested hypothesis testing with multiply imputed data using xtmelogit***From:*Steve Samuels <[email protected]>

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