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Re: st: Interpretation of Variace Estimates (xtmixed)


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Interpretation of Variace Estimates (xtmixed)
Date   Tue, 1 Sep 2009 09:11:39 +0000 (GMT)

--- On Mon, 31/8/09, Christian Weiß wrote:
> Please assume xtmixed ,variance yields the following
> result.
> 
> ---------------------------------------------------------------------------
> Random-effects Parameters | Estimate Std. Err. [95% Conf.
> Interval]
> -----------------------------+---------------------------------------------
> Variable1: Identity |
> var(_cons) | 100.000 70.000 54.22297 415.9787
> -----------------------------+---------------------------------------------
> Variable2: Identity |
> var(_cons) | 10.0000 6.000 4.254477 36.79754
> -----------------------------+---------------------------------------------
> var(Residual) | 400.000 40.000 397.8473 465.2598
> ---------------------------------------------------------------------------
> 
> Is it 'correct' to conclude that this estimated model
> yields a total variance of 510 (100+10+400) and
> accordingly variable1 explains about 20% and variable
> 2% of the total model or is that a total
> misinterpretation?

I once knew the answer, now I only know the reference: 
chapter 7 of Tom Snijders and Roel Bosker (1999) 
"Multilevel Analysis, An introduction to basic and 
advanced multilevel modeling". Thousand Oaks: Sage.

Hope this is still of some help,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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