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| From | Stas Kolenikov <skolenik@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 <deb193@ku.edu> 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. * * 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/