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st: some problems with gllamm


From   Vincenzo Carrieri <[email protected]>
To   [email protected]
Subject   st: some problems with gllamm
Date   Wed, 28 Jan 2009 13:01:46 +0100

Dear statalisters,
I am trying to estimate a multilevel logit with this variables:
Dep var: hpoor  (health conditions; 1 if bad)
Indep var: income quintiles (4 quintiles, highest quintile is the
reference category), age, age2, sex and finally a contextual variable
(named meanistr) measured at regional level (the id is reg) . My
purpose is to see if the socio-economic context has an influence on
the dep var. So I estimate the following, using gllamm command:


glamm hpoor quintpos1 quintpos2 quintpos3 quintpos4 age agesq age3
male meanistr, link (logit) fam (binom) nocons i (reg)

and I got the following:

number of level 1 units = 39777
number of level 2 units = 21

Condition Number = 1309484.3

gllamm model

log likelihood = -20815.479

------------------------------------------------------------------------------
     hpoor |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 quintpos1 |   .5610976   .0410717    13.66   0.000     .4805985    .6415968
 quintpos2 |   .4684868    .039587    11.83   0.000     .3908977    .5460759
 quintpos3 |   .4766715    .038078    12.52   0.000       .40204     .551303
 quintpos4 |   .2694107   .0372995     7.22   0.000      .196305    .3425163
       age |   .1018888   .0121446     8.39   0.000     .0780858    .1256917
     agesq |   -.000771   .0002509    -3.07   0.002    -.0012627   -.0002792
      age3 |   6.21e-06   1.69e-06     3.67   0.000     2.90e-06    9.52e-06
      male |  -.0921198    .025821    -3.57   0.000     -.142728   -.0415115
  meanistr |  -1.977139     .08596   -23.00   0.000    -2.145617    -1.80866
------------------------------------------------------------------------------


Variances and covariances of random effects
------------------------------------------------------------------------------


***level 2 (reg)

  var(1): .02703922 (.00502425)
------------------------------------------------------------------------------



My questions are:
1) is right gllamm command for my research purpose (asses the context
role)? or is it better an xtlogit?
2) why I get just 2-level variance? In this way I am not able to
mesaure the percentage of total variance explained by 2-level variance
(that is the role of context)
3) If I use already a variable mesaured at regional level to asses the
role of context, Would I need to use a multi-level model or I could
just use a cluster option to take off the correlation intra-region?

I appreciate any hint.

Many thanks in advance

Vincenzo
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