st: HLM random effects estimates

[Derek Darves <darves@darkwing.uoregon.edu>]

Hello,

I have a correction to my post yesterday, and would like to repost the  
question now that I have learned little more about my problem: using  
gllamm, if I specify the "fam(bin)" option, Stata does not print the  
level 1 random effects covariance estimate, as shown in example 1  
below. But, if I do *not* specify family(bin), it appears to report a  
level 1random effects  convariance estimate, as shown in the second  
example below. Is this a bug or is there something about specifying the  
binomial  family option that precludes the ability to get the level 1  
random effects covariance estimate?

Example 1

. gllamm infor, i(site9) fam(bin) link(logit)

number of level 1 units = 8897
number of level 2 units = 152

Condition Number = 1.8886851

gllamm model

log likelihood = -4529.9736

------------------------------------------------------------------------ 
------
    informal |      Coef.   Std. Err.      z    P>|z|     [95% Conf.  
Interval]
------------- 
+----------------------------------------------------------------
       _cons |  -.8308119   .0492316   -16.88   0.000    -.9273041    
-.7343197
------------------------------------------------------------------------ 
------


Variances and covariances of random effects
------------------------------------------------------------------------ 
------


***level 2 (site9)

    var(1): .598095 (.06353876)
------------------------------------------------------------------------ 
------


Example 2
(Now, without the "fam(bin)" option, note the "Variance at Level 1"  
section below)

. gllamm infor, i(site9) link(logit)
number of level 1 units = 8897
number of level 2 units = 152

Condition Number = 6.969789

gllamm model

log likelihood = -4593.7317

------------------------------------------------------------------------ 
------
    informal |      Coef.   Std. Err.      z    P>|z|     [95% Conf.  
Interval]
------------- 
+----------------------------------------------------------------
       _cons |  -.8180495   .0476116   -17.18   0.000    -.9113665    
-.7247326
------------------------------------------------------------------------ 
------

Variance at level 1
------------------------------------------------------------------------ 
------

  .15948543 (.00240677)

Variances and covariances of random effects
------------------------------------------------------------------------ 
------


***level 2 (site9)

    var(1): .63212927 (.06542581)
------------------------------------------------------------------------ 
------

Thanks,

Derek Darves

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