help meresc-------------------------------------------------------------------------------

Title

merescRescaled results for nonlinear mixed models

Syntaxmeresc[,verbose]

Description

merescrescales the results of mixed nonlinear probability models such as xtmelogit, xtlogit, or xtprobit to the same scale as the intercept-only model. The technique applied is described in chapter 6.5 of Hox (2010: 133--139).The technique rescales all random and fixed effects of a multilevel model. The

variance scale correction factorfor random effect parameters is the total variance of the intercept only model devided by the total variance of the model with lowest level variables only. The fixed effects are rescaled using the square root of the variance scale correction factor (i.e. using thescale correction factor).

Options

verbosedisplays the results of the intercept-only model that corresponds to the user specified mixed model and a model with level-1 variables only. These models are internally used bymerescfor ascertaining the rescaling factor.

Example(s)

. webuse bangladesh, clear. xtmelogit c_use urban age child* || district: urban. meresc

Saved Results

meresckeeps most returned results of the user defined estimation command in memory. However, it stores the rescaled coefficient vector in e(b), and the rescaled variance-covariance matrix in e(V). Moreover it adds the follwing results to the stored results:Scalars

e(SCF)Scale correction factore(VCF)Variance scale correction factore(Var_Flevel1)Linear Predictor Variance using first level vars onlye(Var_u#)Variance of Level-# random effecte(Var_R)Variance of residualse(Var_u0)Variance of random effects of constant only modele(Var_u#resc)Variance of Level-# random effect, rescalede(Var_Rresc)Variance of residuals, rescalede(r2_mz)McKelvy & Zavoina's R2e(deviance)Model DevianceMacros

e(cmd)meresce(cmdline)command-line of previous estimation

ReferencesHox, J. J. (2010), Multilevel Analysis: Techniques and Applications. New York (2nd ed.): Routledge.

Also seeManual:

[R] xtmelogit, xtlogit, xtprobitOnline: Help for xtmelogit, xtlogit, xtprobit; ssc package

nlcorr(click here)Web: Stata's Home

AuthorsDirk Enzmann Institute of Criminal Sciences, Hamburg email: mailto:dirk.enzmann@uni-hamburg.de

Ulrich Kohler Wissenschaftszentrum Berlin email: mailto:kohler@wzb.eu