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st: gllamm - variance and sample size


From   Dimitrije Tišma <[email protected]>
To   [email protected]
Subject   st: gllamm - variance and sample size
Date   Thu, 22 Apr 2010 12:52:20 +0200

Hi,

I am estimating in GLLAMM two multilevel random intercept models for
two populations of different sizes (ratio 5:1, roughly), but fairly
similar structure (in other words, I do not expect to find huge
difference between them). Dependent variable is state transition,
while one of the independent variables is current state duration. Now,
I have a strong impression that, in gllamm, state duration turns out
to have higher coefficients and be more statistically significant in
larger samples. In the smaller sample the variance of the random
effect is larger and the effect of state duration much weaker. Again,
the two populations are not expected to differ to the extent as to
have so different coefficients for state duration. Is my impression
correct and can this be corrected for with some gllamm syntax? Many
thanks in advance! Regards,

Dimitrije
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