RE: st: RE: comparing model with gllamm

["stata_user stata_user" <stata_dofile@hotmail.co.uk>]

Thanks to those who replied to my question . Their comments were very 
useful.

I also find an answer  in Joop Hox, Multilevel Analysis  Techniques and 
applications

Regards

Sami



> From: "Maarten Buis" <M.Buis@fsw.vu.nl>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: RE: comparing model with gllamm
> Date: Fri, 24 Nov 2006 09:07:37 +0100
>
> --- stata_user stata_user wrote:
> > I would like to compare between two  non nested models, I am using 
> gllamm
> > with a continuous  outcome and a mixture of discrete and continuous
> > independent variables.
> >
> > Model 1: includes a variable X1 as continuous
> > Model2: includes a decrete version of X1
>
> In some cases model 1 and model 2 are nested. Imagine an ordered variable
> with three levels. If we think that the effect of moving from level 1
> to level 2 is the same as the effect of moving from level 2 to level 3,
> then we can constrain the two effects to be the same by adding that
> variable as a continuous variable. If we add the variable in a discrete
> way, by adding two dummies, then we relax that constraint. So in this
> case the models are nested and a likelihood ratio test of the two models
> would be a test of the hypothesis that the effect of moving from level 1
> to level 2 is the same as the effect of moving from level 2 to level 3.
>
> Things get more complex if you also group different levels together. For
> instance a variable age, measured in years, as a continuous variable and
> the discrete variables are dummies for people aged between 20-29, 30-39,
> 40-49, etc. The reason you would want to compare these models is probably
> because you think that the effect of age might be non-linear. Alternative
> ways to add non-linear effects that are nested with the linear effect of
> that variable are:
> 1) adding polynomials of that variable. In that case adding them as
> orthogonal polynomials is nice, see: -help orthpoly-.
> 2) adding splines, see -help mkspline-.
>
> HTH,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
_________________________________________________________________
Be the first to hear what's new at MSN - sign up to our free newsletters! 
http://www.msn.co.uk/newsletters

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/