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From | owner-statalist@hsphsun2.harvard.edu |
To | statalist@hsphsun2.harvard.edu |
Subject | st: From: Marc Peters <marcpeters1002@gmail.com> |
Date | Fri, 13 Dec 2013 18:01:35 +0000 |
Dear Statalist users, I am new to multilevel modeling and I am currently trying to estimate a model using xtmixed. Most of my models look reasonable, but when I add a specific (highly significant) level-2 variable (var2) the level-2 variance component becomes strangely small. I use the following command where var1 is a level-1 variable and var2 and var3 level-2 variables. xtmixed depvar var1 var2 var3||id:, var ml cov(un) I receive the following output Computing standard errors: Mixed-effects ML regression Number of obs = 78 Group variable: id Number of groups = 28 Obs per group: min = 1 avg = 2.8 max = 5 Wald chi2(3) = 89.55 Log likelihood = 35.123461 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ depvar | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- var1 | .2780454 .0370738 7.50 0.000 .205382 .3507087 var2 | .0038315 .0009236 4.15 0.000 .0020213 .0056416 var3 | -.3500793 .0929506 -3.77 0.000 -.5322591 -.1678995 _cons | .6950143 .0682743 10.18 0.000 .5611993 .8288294 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ id: Identity | var(_cons) | 6.95e-21 6.63e-20 5.19e-29 9.31e-13 -----------------------------+------------------------------------------------ var(Residual) | .0237903 .0038095 .0173819 .0325612 ------------------------------------------------------------------------------ LR test vs. linear regression: chibar2(01) = 0.00 Prob >= chibar2 = 1.0000 If I have understood it correctly, the variance component for id should not become smaller when adding a significant level-2 variable to the equation. Or am I completely mistaken? Thank you, * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/