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Re: st: gllamm or xtmixed models?
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: gllamm or xtmixed models?
Date
Tue, 4 Feb 2014 15:51:59 +0100
On Tue, Feb 4, 2014 at 3:37 PM, Alfonso Sánchez-Peñalver wrote:
> the first and their specifications are restricted models of the second specification. In the first one you are restricting the variance of the age slope to be zero, and in the third one you are restricting the mean of the age slope to be zero. You can easily test both restrictions with the individual significance test of each estimated parameter (mean and variance) from the second specification estimation.
Testing the hypothesis that the variance is 0 is problematic becaus
the null hypothesis is on the boundary of the parameter space (a
variance cannot be negative, so 0 is the lowest possible value). See
for example:
Gutierrez, R., S. Carter, and D. M. Drukker. 2001. On boundary-value
likelihood-ratio tests. Stata Technical Bulletin
60: 15-18. <http://www.stata-press.com/journals/stbcontents/stb60.pdf>
-- Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
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