Re: st: comparing two mim gllamm logistic models

[jl591164@albany.edu]

Thanks, Maarten. I am running a model included the orthpoly generated
polynomials of time.
For the second point, it seems to me that using the one half of the p
value will take care of the boundary issue.

Singer and Willett ("Applied longitudinal data analysis")recommended to
compare the deviance statistics(-2ll) of nested modelds with the degree of
freedom being the additional constrainted imposed. If i apply this methods
to the nested models comparisons in my case, then the question is how to
obtain the -2ll of each model fitted with -mim:gllamm-.

Is the log likelihood of the models save in a macro called
e(MIM_1_crittype) : "log likelihood"? How stata may show its value in
output? Any advice will be appreciated.
Junqing


> --- On Fri, 4/6/10, jl591164@albany.edu wrote:
>> I use -mim, cat(fit):gllamm- to fit three-level logistic
>> regression models. Now i need to compare the model fit of two nested
>> models, e.g. randome intercept models with and without a quadratic term
>> of time.
>
> Create the time and time^2 using -orthpoly-, than include those variables
> in your model, the test for the "square" term gives you the test whether
> or not the quadratic term improves the model fit. For more, see
> -help orthog-.
>
>> Another example of two nested models is a randome intercept model and a
>> randome intercept and random slope model. Do i compare the -2logL, AIC
>> and BIC of the two models of concern? If so, how do i obtain these model
>> fit statistics after fitting mim:gllamm models?
>
> This is a very hard problem, even without -mim-, as this is a test of a
> hypothesis on the edge of the parameter space. See -help j_chibar-.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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