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st: Gllapred and Level 2 Residuals
From
Jielu Lin <[email protected]>
To
[email protected]
Subject
st: Gllapred and Level 2 Residuals
Date
Fri, 14 May 2010 19:15:30 -0400
Dear all,
I estimated a random coefficient model using gllamm and obtained level
2 residuals using gllapred with ustd option. However, there were no
values for the residuals of the random slope (rz_iadl_q~m2 in the
output below) . Here is my output:
. gllamm iadl age agesq , i(id) eqs(inter slope) nip(12) nrf(2) adapt
from(a) copy
number of level 1 units = 580
number of level 2 units = 145
Condition Number = 390550.68
log likelihood = -1081.5765
------------------------------------------------------------------------------
totiadl | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | -1.663252 .2012228 -8.27 0.000 -2.057641 -1.268862
agesq | .0118635 .001325 8.95 0.000 .0092667 .0144604
_cons | 58.63494 7.653772 7.66 0.000 43.63382 73.63606
------------------------------------------------------------------------------
Variance at level 1
------------------------------------------------------------------------------
1.3431285 (.10917208)
Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (id)
var(1): 125.06127 (29.45089)
cov(2,1): -1.8267617 (.4144318) cor(2,1): -.99814552
var(2): .02678263 (.00585232)
------------------------------------------------------------------------------
. gllapred rz_iadl_q_r, ustd
(means and standard deviations will be stored in rz_iadl_q_rm1
rz_iadl_q_rs1 rz_iadl_q_rm2 rz_iadl_q_rs2 )
Non-adaptive log-likelihood: -1081.3564 -1081.6149 -1081.5765
-1081.5765 log-likelihood:-1081.5765
. su rz_iadl_q_rm1 rz_iadl_q_rs1 rz_iadl_q_rm2 rz_iadl_q_rs2
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
rz_iadl_q~m1 | 580 -.0277825 1.043866 -3.951646 2.430058
rz_iadl_q~s1 | 580 9.382843 .9076038 8.122407 10.82412
rz_iadl_q~m2 | 0
rz_iadl_q~s2 | 0
Thanks everyone in advance!
Jielu Lin
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