Bookmark and Share

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]

RE: st: RE: loglink and normality, mixed model


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: RE: loglink and normality, mixed model
Date   Tue, 25 Feb 2014 14:17:01 +0000

Hi Ruud - I experimented with some simulated clustered normally distributed data (y) with positive subject-specific means, but large enough error term so that some values of y were negative. -meglm- worked fine. In my simulation, I purposely generated all the subject-specific means to be positive. I think the problem may be that with a log link, all the subject-specific means must be positive, so that if the estimated variance of the random intercept is too large at any stage of the estimation, some subject-specific means would become negative, thus conflicting with the model.


Al


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ruud van Lieshout
Sent: Tuesday, February 25, 2014 4:08 AM
To: [email protected]
Subject: RE: st: RE: loglink and normality, mixed model

hi Al, 

well in theory you are right, but my question also holds for negative values ..The model can generate negative values (eps ~N(0, sigma^2))  but meglm can't handles those !! Why not?

regards,
Ruud



*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index