Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Missing Wald Chi Squared in multilevel model

    Dear Statalist,

    I am encountering a missing Wald Chi Squared statistic problem in a multilevel logit model running Stata 14. The data is cross-sectional, with respondents (500-1003 obs per group) nested in 9 countries. The dependent variable is binary and I am attempting to run melogit command of the form:
    Code:
    melogit y x1- x18 [pweight=weightvar] || country: , or
    I was wondering if the problem had to do with my degrees of freedom, due to my 18 variables and only 9 country clusters. Something like what Clyde Schechter pointed out here with clustered errors here: https://www.statalist.org/forums/for...ssing-wald-chi

    However, the problem appears to come more directly from the use of sampling weights, which are calculated based upon national demographic data from the 9 countries. When I run the model without the weights, I get the Wald chi2 & prob>chi2 test statistics with the 18 variables and 9 country clusters. Once the weights are included, these statistics do not display, but the model converges and I get odds ratios in the resulting table. Also, the LR test vs. logistic model is significant, indicating that a multilevel model is warranted for the unweighted model.

    Any diagnostic thoughts would be great and advice is obviously welcome.

    Sincerely,

    Eric
Working...
X