Hello
I am not a GLLAMM expert but here are a few suggestions:
you may want to run the null model first, to check that the results are coherent . You also can try increasing the number of quadrature point using nip(12) for example to check that your estimates cannot be improved. If these two points show no difference, then I would have the same intuition as Austin Nichols below.
Hope this helps
Hind
-----Original Message-----
> Date: Mon Feb 04 11:39:42 PST 2008
> From: "Austin Nichols" <[email protected]>
> Subject: Re: st: gllamm vs xtlogit results
> To: [email protected]
>
> Bradley J <[email protected]>:
>
> I'm just guessing here, but is there perhaps an important unmodeled
> interaction term with "white" missing from the model? I.e. try
> running both models by white and see if the results are similar across
> all four models (xtlogit/gllamm, white/not). BTW, how confident are
> you that the random intercepts are uncorrelated with X vars?
>
> On Feb 4, 2008 1:28 PM, Anderson, Bradley J <[email protected]> wrote:
> > I'll start by pleading ignorant but I estimated what I think is the same random intercepts logistic regression model using gllamm and xtlogit (Stata version 9.0). There are 245 groups observed a total of 21,449 times. The number of observations per group ranged from 33 to 90.
> >
> > Here are the model commands:
> >
> > . gllamm sexday adrk age white cocfreq alsf06 sexwork if modaci==0, i(sid) link(logit) family(binomial) eform
> > . xtlogit sexday adrk age white cocfreq alsf06 sexwork if modaci==0, i(sid) or
> >
> > Here are the results using gllamm:
> > ------------------------------------------------------------------------------
> > sexday | exp(b) Std. Err. z P>|z| [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > adrk | 2.990258 .1311356 24.98 0.000 2.743973 3.258648
> > age | .9625479 .0032265 -11.39 0.000 .9562447 .9688926
> > white | 2.32077 .1349106 14.48 0.000 2.070858 2.600842
> > cocfreq | .9992229 .0007336 -1.06 0.290 .9977861 1.000662
> > alsf06 | 1.633245 .1010145 7.93 0.000 1.44679 1.84373
> > sexwork | 1.726328 .1194638 7.89 0.000 1.507367 1.977094
> > ------------------------------------------------------------------------------
> > And here are the results using xtlogit:
> > ------------------------------------------------------------------------------
> > sexday | OR Std. Err. z P>|z| [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > adrk | 3.010925 .1407738 23.58 0.000 2.747278 3.299874
> > age | .9678424 .0152986 -2.07 0.039 .9383174 .9982965
> > white | 1.111466 .3423468 0.34 0.732 .6077351 2.032721
> > cocfreq | 1.002477 .0040672 0.61 0.542 .9945366 1.01048
> > alsf06 | 1.369673 .4218245 1.02 0.307 .7489773 2.504756
> > sexwork | 1.648899 .5901059 1.40 0.162 .817649 3.325225
> > -------------+----------------------------------------------------------------
> *
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