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st: [Fwd: Hierarchical model]
Hello listers!
I find it hard to believe that no one has never used hierarchical model
out there. The last 3 inquiries I made here were left with ZERO
feedback. May be something is wrong with my email. any way, if somebody
has any idea I would so much appreciate some feedback from the thread in
this mail.
Thanks!
EJ
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Dear statalisters,
I am estimating a linear three-level hierarchical model via "restricted
maximum likelihood-REML" with the /xtmixed/ command, with households
(level-1) nested into villages (level-2) nested into regions (level-3).
Specification seems alright. However, the empirical Bayes random
intercept at level-3, which according to theory should be inferior or
equal to the corresponding calculated REML estimate, do not reflect the
REML estimate that I calculated at that level. Specifically, I have an
empirical Bayes (the BLUP r.e. computed by Stata) that is more than 300
times the REML estimate calculated at level-3. At level-2 it seems
reasonable, empirical Bayes = 0.87 REML estimate.
Moreover, I expected the sum of the variances (that of raw residuals at
level-1 + that of residuals REML level-2 + that of residuals REML
level-3). When I compute them however, the result gives an estimated
total variance that is lower than that of the raw residuals at level-1.
I am pretty confident about the model specification and the computation
but evidently things do not match as they should. Can anyone familiar
with these models give me any feedback? I would so much appreciate and
thanks in advance.
Evans
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