meresc Rescaled results for nonlinear mixed models
Syntax meresc [ , verbose ]
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).
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.
. webuse bangladesh, clear . xtmelogit c_use urban age child* || district: urban . meresc
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
Hox, J. J. (2010), Multilevel Analysis: Techniques and Applications. New York (2nd ed.): Routledge.
Manual: [R] xtmelogit, xtlogit, xtprobit
Online: Help for xtmelogit, xtlogit, xtprobit; ssc package nlcorr (click here)
Web: Stata's Home
Dirk Enzmann Institute of Criminal Sciences, Hamburg email: mailto:firstname.lastname@example.org
Ulrich Kohler Wissenschaftszentrum Berlin email: mailto:email@example.com