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st: Interpreting confidence interval of log of variance, xtlogit


From   Therese Saltkjel <[email protected]>
To   <[email protected]>
Subject   st: Interpreting confidence interval of log of variance, xtlogit
Date   Thu, 6 Dec 2012 15:17:24 +0100 (MET)

Hi Statlist, 

I have performed a two level random intercept logit model; the xtlogit procedure in STATA (12.0), where individuals are nested within countries. The provided likelihood ratio test indicate that the rho is statistically significant, supporting the use of a multilevel model. However the log of variance, Insig2u in the output, is not significant as the confidence interval includes zero. I need help to interpret these results. In addition I need a general advice on what to report in a table; the log of variance or standard deviation of random intercept (sigma_u in the output)? 

Thank you!

Regards,
T. Saltkjel


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