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  • meologit - understanding when / if var(_cons) is a problem

    Hello,

    I have a mixed-effects model example I am supposed to interpret. In the example, the random effects variance (var(_cons)) is many times higher than any of the coefficients for the fixed effects. Does this suggest a fundamental problem in the model, or how should I interpret this?

    Thanks!

    Code:
    Fitting fixed-effects model:
    
    Iteration 0: log likelihood = -144.6264
    Iteration 1: log likelihood = -144.06933
    Iteration 2: log likelihood = -144.06848
    Iteration 3: log likelihood = -144.06848
    
    Refining starting values:
    
    Grid node 0: log likelihood = -139.35779
    
    Fitting full model:
    
    Iteration 0: log pseudolikelihood = -139.35779
    Iteration 1: log pseudolikelihood = -137.23535
    Iteration 2: log pseudolikelihood = -137.01036
    Iteration 3: log pseudolikelihood = -137.00532
    Iteration 4: log pseudolikelihood = -137.00529
    Iteration 5: log pseudolikelihood = -137.00529
    
    Mixed-effects logistic regression Number of obs = 269
    Group variable: C0_code Number of groups = 213
    
    Obs per group:
    min = 1
    avg = 1.3
    max = 2
    
    Integration method: mvaghermite Integration pts. = 7
    
    Wald chi2(6) = 19.66
    Log pseudolikelihood = -137.00529 Prob > chi2 = 0.0032
    (Std. Err. adjusted for 213 clusters in C0_code)
    ------------------------------------------------------------------------------
    | Robust
    move_n | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
    -------------+----------------------------------------------------------------
    events|
    1 | 1.20317 .6106109 0.36 0.716 .44498 3.253219
    2 | 5.434769 7.008151 1.31 0.189 .4340643 68.04686
    3 | 8.965599 9.314639 2.11 0.035 1.170145 68.69402
    |
    controla| 4.184571 3.344236 1.79 0.073 .8737466 20.04086
    2.C0_time | .1017764 .0787512 -2.95 0.003 .0223366 .463744
    control2| 2.439937 .7012192 3.10 0.002 1.389152 4.285559
    _cons | .0138684 .0171629 -3.46 0.001 .0012264 .1568322
    -------------+----------------------------------------------------------------
    C0_code |
    var(_cons)| 63.478622 1.685231 1.345983 8.990316
    ------------------------------------------------------------------------------
    Last edited by Nora Romeo; 06 May 2022, 09:36. Reason: edit because the code came in wonky

  • #2
    Nora:
    are you sure that the folllowing data:
    Code:
     
     var(_cons)| 63.478622 1.685231 1.345983 8.990316
    are reported exactly as they appear in -meologit- outcome table?
    Kind regards,
    Carlo
    (Stata 19.0)

    Comment


    • #3
      Carlo Lazzaro is right to be suspicious. The estimate itself, 63.478... should fall within the confidence interval (1.345..., 8.990...) which it clearly does not. Something is amiss.

      Comment

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