Noori Akhtar-Danesh wrote (excerpted):
The problem is that when I use the following three commands the outputs from
xtreg and gllamm are quite similar but output from xtmixed is totally
different! Am I missing something here? Your help is appreciated (I am
using the smoking.dta dataset).
--------------------------------------------------------------------------------
Try putting a colon after momid.
Joseph Coveney
. xtmixed birwt male smoke mage married hsgrad somecoll collgrad black
kessner2 kessner3
novisit pretri2 pretri3 || momid:, mle
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log likelihood = -65145.756
Iteration 1: log likelihood = -65145.752
Computing standard errors:
Mixed-effects ML regression Number of obs =
8604
Group variable: momid Number of groups =
3978
Obs per group: min =
2
avg =
2.2
max =
3
Wald chi2(13) =
693.74
Log likelihood = -65145.752 Prob > chi2 =
0.0000
------------------------------------------------------------------------------
birwt | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
male | 120.9375 9.558003 12.65 0.000 102.2042
139.6708
smoke | -218.3286 18.15946 -12.02
0.000 -253.9205 -182.7368
mage | 8.100566 1.344573 6.02 0.000 5.465251
10.73588
married | 49.92022 25.50309 1.96 0.050 -.0649248
99.90537
hsgrad | 56.84716 25.03543 2.27 0.023 7.778611
105.9157
somecoll | 80.68605 27.30906 2.95 0.003 27.16127
134.2108
collgrad | 90.83268 27.99498 3.24 0.001 35.96354
145.7018
black | -211.4138 28.27764 -7.48
0.000 -266.8369 -155.9906
kessner2 | -92.91882 19.92617 -4.66
0.000 -131.9734 -53.86424
kessner3 | -150.8758 40.83027 -3.70
0.000 -230.9017 -70.84992
novisit | -30.0303 65.69165 -0.46 0.648 -158.7836
98.72298
pretri2 | 92.85784 23.19067 4.00 0.000 47.40497
138.3107
pretri3 | 178.7294 51.63677 3.46 0.001 77.5232
279.9356
_cons | 3117.191 40.88824 76.24 0.000 3037.051
3197.33
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+------------------------------------------------
momid: Identity |
sd(_cons) | 338.7686 6.296448 326.6499
351.337
-----------------------------+------------------------------------------------
sd(Residual) | 370.6648 3.867695 363.1613
378.3234
------------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) = 1108.77 Prob >= chibar2 =
0.0000
.
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