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

Title

    meresc Rescaled results for nonlinear mixed models

Syntax
        meresc [ , verbose ]

Description

    meresc rescales 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 factor for 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 the scale correction factor).

Options

    verbose displays 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 by meresc for ascertaining the
        rescaling factor.

Example(s)

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

Saved Results

    meresc keeps 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 factor
      e(VCF)                  Variance scale correction factor
      e(Var_Flevel1)          Linear Predictor Variance using first level
                                vars only
      e(Var_u#)               Variance of Level-# random effect
      e(Var_R)                Variance of residuals
      e(Var_u0)               Variance of random effects of constant only
                                model
      e(Var_u#resc)           Variance of Level-# random effect, rescaled
      e(Var_Rresc)            Variance of residuals, rescaled
      e(r2_mz)                McKelvy & Zavoina's R2
      e(deviance)             Model Deviance

    Macros    
      e(cmd)                  meresc
      e(cmdline)              command-line of previous estimation

References

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

Also see

    Manual: [R] xtmelogit, xtlogit, xtprobit

    Online: Help for xtmelogit, xtlogit, xtprobit; ssc package nlcorr (click
             here)

    Web:  Stata's Home

Authors

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

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