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st: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
From
"Joseph Coveney" <[email protected]>
To
<[email protected]>
Subject
st: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
Date
Mon, 15 Apr 2013 12:11:00 +0900
Wensheng Sun wrote:
Thank you for the suggetion of log link and gllamm. I am new to gllamm. The
following is the error message when I was trying gllamm. Please let me know how
should I fix that. Thank you very much!
[snip]
--------------------------------------------------------------------------------
The user-written command -gllamm- pre-dates the introduction of factor variables
in Stata, and so it doesn't recognize the factor-variable syntax that you typed.
Prior to factor variables, Stata used the command -xi- to manually create
regression terms for categorical variables and their interactions. The command
-xi- is still around for use with those commands that do not allow
factor-variable notation. I show its use with -gllamm- below for the model that
you tried to fit.
Your syntax for -gllamm- seems to be some kind of hodgepodge of that for
-xtmixed- and -gllamm-. As others have mentioned, you're probably better off
referring to the user's manual for -gllamm-, which can be downloaded from the
website shown in the command's help file.
Joseph Coveney
. clear *
. set more off
. set linesize 80
. webuse childweight
(Weight data on Asian children)
. xi i.girl*age
i.girl _Igirl_0-1 (naturally coded; _Igirl_0 omitted)
i.girl*age _IgirXage_# (coded as above)
. generate byte k = 1
. eq cons: k
. eq age: age
. gllamm weight age _Igirl_1 _IgirXage_1, i(id) nrf(2) eqs(cons age) family(gaus
> sian) link(log) adapt nolog
number of level 1 units = 198
number of level 2 units = 68
Condition Number = 9.3286288
gllamm model
log likelihood = -369.79782
------------------------------------------------------------------------------
weight | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .3312893 .0187497 17.67 0.000 .2945405 .368038
_Igirl_1 | -.0874049 .0484338 -1.80 0.071 -.1823335 .0075236
_IgirXage_1 | .0047005 .0276294 0.17 0.865 -.0494521 .0588531
_cons | 1.82589 .0329648 55.39 0.000 1.76128 1.8905
------------------------------------------------------------------------------
Variance at level 1
------------------------------------------------------------------------------
2.0966596 (.2469165)
Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (id)
var(1): .00263901 (.00311924)
cov(2,1): .00065959 (.00057154) cor(2,1): 1
var(2): .00016486 (.00043059)
------------------------------------------------------------------------------
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