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st: increasing variance when adding covariates (xtmelogit)
From
"de Vries, Robert" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: increasing variance when adding covariates (xtmelogit)
Date
Wed, 18 May 2011 11:44:09 +0000
Hello all,
I am getting some strange results from some multilevel logistic regression models
(persons nested within geographical areas, random intercepts) run with
xtmlogit.
I am using xtmelogit to fit models predicting a binary outcome at the
person level from some person-level and area level predictors. In the
empty model (with no predictors) I get a certain estimate for the
standard deviation of the constant. However, when adding
person and country-level predictors to the model, the estimate of this
property actually INCREASES quite substantially (by about 15-20%).
As I take the standard deviation of the constant to be an indicator of
(the square root of) the variance at the area level. It seems very
strange that this would go up when adding predictors to the model. I
would be grateful if anyone could shed any light on
this situation.
Rob
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