Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Gllapred and Level 2 Residuals
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Gllapred and Level 2 Residuals
Date
Fri, 14 May 2010 22:01:49 -0500
You have numeric issues and/or identification problems in your model:
the random intercepts and slopes are pretty much perfectly correlated
(although negatively). That may be enough to break it down.
With normal data, you might be better off with -xtmixed-. You will
certainly get your estimates faster.
On Fri, May 14, 2010 at 6:15 PM, Jielu Lin <[email protected]> wrote:
> 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
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/