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RE: st: increasing variance when adding covariates (xtmelogit)


From   Dirk Enzmann <[email protected]>
To   [email protected]
Subject   RE: st: increasing variance when adding covariates (xtmelogit)
Date   Thu, 19 May 2011 15:35:42 +0200

Robert de Vries asked:
http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.1105/Date/article-891.html

and Garry Anderson answerd:
http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.1105/Date/article-965.html

In this context (and not only for multilevel logistic regression models) the article by Mood referenced to below is also relevant. It shows that logistic regression estimates are affected by omitted variables even when these variables are unrelated to the independent variables in the model. See:

Mood, C. (2010). Logistic regression: Why we cannot do what we think we can do, and what we can do about it. European Sociological Review, 26, 67–82.

Dirk
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