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Re: st: gllamm or xtmixed models?


From   Alfonso Sánchez-Peñalver <[email protected]>
To   Stata List <[email protected]>
Subject   Re: st: gllamm or xtmixed models?
Date   Tue, 4 Feb 2014 09:37:37 -0500

Hi,

the first and their specifications are restricted models of the second specification. In the first one you are restricting the variance of the age slope to be zero, and in the third one you are restricting the mean of the age slope to be zero. You can easily test both restrictions with the individual significance test of each estimated parameter (mean and variance) from the second specification estimation.

Best,

Alfonso Sánchez-Peñalver, PhD

Visiting Assistant Professor
Suffolk University
Senior Instructor
UMass Boston



On Feb 4, 2014, at 9:26 AM, Maarten Buis <[email protected]> wrote:

> On Tue, Feb 4, 2014 at 3:11 PM, Antonio Rodriguez Andres wrote:
>> But I am not sure which specification should be use. Could you please help me with that?
>> 
>> xtmixed depression gender age || country:
>> xtmixed depression gender age || country: gender
>> xtmixed depression age || country: gender
> 
> The first two seem legitimate models, the last one seems problematic
> to me as it allows the effect of gender to differ from country to
> country, but constrains the average effect of gender to be 0.
> 
> -- Maarten
> 
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
> 
> http://www.maartenbuis.nl
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