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st: gllamm: estimates vs likelihood ratio test


From   Subramanian Swaminathan <[email protected]>
To   [email protected]
Subject   st: gllamm: estimates vs likelihood ratio test
Date   Thu, 28 Dec 2006 01:11:35 -0800 (PST)

Dear statalister,

First, I apologize for reposting this mail. Hope this
time I may get some 
response from the list. I am trying to fit a mixed
random effect model for a 
clinical trial data in which the treatment was given
once and the outcome 
was measured at monthly interval for one year
(repeated measure). Age, 
gender, post_treatment time  and pre-treatment
measurement (coded as 0=low 
and 1=high) are my independent variables. I am
interested to know whether 
response varies between persons and also over time
(i.e. heterogenity in 
response between subjects over time).  The Table blow
shows that a model 
with all fixed effects along with a random intercept
and slope for 'time' 
(model 4) was found to be a better model than a model
with all fixed effects 
but without random slope (model 3, based on likelihood
ratio test). But all 
the coeffcients for the fixed part as well as random
part in model 4 are not 
significantly different from zero (based on z-test).
However, with model 3, 
the coefficients for some of the fixed effects (time,
mf-density group*time) 
and the random intercept are significantly different
from zero. My questions 
are:

(1) If parameter estimates are not significant but the
LR test suggests that 
model 4 provides significantly better fit than model
3, which one of the two
models (model 3 and model 4) is the most parsimonious?
(2) on what basis (LR test or z-test for the parameter
estimates)?

Estimates of logistic regressions with and without
random coefficients for 
days post-treatment
-----------------------------------------------------------------------------------------------------------------------------------------
Covariate         Model 1                             
 Model 2 
Model 3                             Model 4
                     Estimate    SE        Z          
   Estimate     SE 
Z            Estimate     SE         Z        Estimate
       SE 
Z
===========================================================================================
Fixed part: main effects
Constant        -0.7078    0.6126     -1.16    
-1.5036 
1.6155     -0.93     -1.8591    1.3468     -1.38    
-1.4780 
2.1583     -0.68
Age              -0.0536     0.0202     -2.65*   
-0.0689 
.0536     -1.29     -0.0656    0.0492     -1.33    
-0.1258 
0.0813     -1.55

Sex (0=male; 1=Female)
                      0.0798    0.5977       0.13    
-0.2241 
1.3824     -0.16     -0.7612     0.9792     -0.78    
-0.9868 
1.5981     -0.62

Mf-density group: (0=low, 1=High)

High              -0.5180    0.7140     -0.73    
-1.2402 
1.5679     -0.79
Time               0.0039    0.0020     1.97*     
0.0061     0.0026 
2.34*     0.0055     0.0019     2.89*     0.0054    
0.0068     0.79

Fixed part: interactions:
Mf-density group x Time
                      -0.0077  0.0045     -1.72    
-0.0112 
0.0055     -2.01*     -0.0132     0.0050     -2.62*   
 -0.0234 
0.0117    -1.99*

Mf-density group x Female
                      -1.3282    1.2179     -1.09    
-0.7486 
2.3540     -0.32

Female x Time
                       -0.0019     0.0028     -0.67   
 -0.0031 
0.0037     -0.84

Random part
Variance of intercept (1):
                                                      
                5.4469 
2.7907                  5.3062     2.5835             
       11.0471 
7.5482
Variance of slope for time(2):
                                                      
                      
                                                      
                      
              0.0003     0.0003
Covariance of (2, 
    -0.0222     0.0235

r (intra class correlation)                           
    0.6233 
0.6171                                        0.7704

Log-likelihood    -106.6                              
-87.4                 
                       -88.8                          
               -81.9
==============================================================================================

thanking you in advance
regards

Subramanian Swaminathan
Vector Control Research Centre
(Indian Council of Medical Research)
Indira Nagar
Pondicherry - 605 006
INDIA 


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