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Re: st: Gllapred and Level 2 Residuals
From
Jielu Lin <[email protected]>
To
[email protected]
Subject
Re: st: Gllapred and Level 2 Residuals
Date
Sat, 15 May 2010 11:02:34 -0400
That makes a lot of sense. Thank you!
Jielu
On Fri, May 14, 2010 at 11:01 PM, Stas Kolenikov <[email protected]> wrote:
> 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/
>
*
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