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Re: st: GLLAMM help


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: GLLAMM help
Date   Sat, 2 Oct 2004 21:06:03 -0400

_pi is the number pi. I think this is the variance of logistic
distribution, although it might be _pi^2/3, I am not quite sure.

Again, I would be happy with the fixed effects for the size, as long
as you only have three levels here. By making it fixed effects, you
would also substantially simplify the work for -gllamm-, so that it
will run much faster.

Stas

On Sat, 02 Oct 2004 23:52:16 +0000, Dana Shills <[email protected]> wrote:
> Stas
> 
> Size refers to firm sizes categories(small/medium/large)..I have
> observations on firms that are classified into size groups as well as
> industries. So i am trying to see how much of the variance inY is explained
> by variance due to country and size(or industry) (and their interactions as
> well).
> 
> In the total variance you mention, what is _pi^2/6? Im sorry if this is too
> basic a question but could you at least direct me to some elementary
> reference material..I have only used SAS's PROC MIXED for this kind of
> variance component analysis before.
> 
> Dana
> 

-- 
Stas Kolenikov
http://stas.kolenikov.name
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