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Re: st: estimation units for gllamm random coefficients
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: estimation units for gllamm random coefficients
Date
Tue, 18 May 2010 15:19:25 -0500
On Tue, May 18, 2010 at 2:45 PM, Bontempo, Daniel E <[email protected]> wrote:
> I can see form the output below that the modeled units of the level-1
> residual is log standard deviation, and if I exponentiate it and square
> it, I get the value in the output. But this does not seem to work for
> the level-2 variance. Is it in a different unit?
The parameterization of the units at levels 2 and above is by Cholesky
decomposition of the error covariance matrix. For a single factor,
this means the standard deviation of the factor:
. di 3.7773108^2
14.268077
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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