Search found 125 matches

by billb
Tue Jul 28, 2020 12:24 pm
Forum: MLwiN user forum
Topic: Constraining multilevel logistic regression model
Replies: 5
Views: 501

Re: Constraining multilevel logistic regression model

If you leave it unconstrained then it is simply pointing to the maximum (quasi)likelihood solution being 0 for the variance i.e. there is probably no influence of the hierarchical structure. You could try fitting the model using MCMC to see what estimates that gives,
Bill.
by billb
Tue Jul 28, 2020 12:04 pm
Forum: MLwiN user forum
Topic: Constraining multilevel logistic regression model
Replies: 5
Views: 501

Re: Constraining multilevel logistic regression model

Dear KW844529, What you are doing doesn't make sense at all as in the logistic regression model, value normally used for the level 1 variance stored in that column is in fact the scaling factor for over/underdispersion and set at 1 for a standard logistic regression with binomial variation. It there...
by billb
Tue Jun 30, 2020 11:19 am
Forum: MLwiN user forum
Topic: Power/Effective Sample Size
Replies: 5
Views: 3278

Re: Power/Effective Sample Size

The effective sample size and Raftery Lewis are completely different diagnostics and in fact a low Raftery Lewis number is good as the diagnostic is a minimum number to run for. In contrast a high ESS is good as it gives an estimate of the equivalent number of independent estimates for the parameter...
by billb
Fri May 15, 2020 8:37 am
Forum: R2MLwiN user forum
Topic: Complex surveys with MI and replicate weights
Replies: 1
Views: 868

Re: Complex surveys with MI and replicate weights

Dear GKonyarov, Thanks for the post. I have read it a couple of times and although you describe your models I wasn't sure what exactly question you are asking here? Apologies that in lockdown I have been a bit slow to look at the forums and sadly we have lost our colleague Harvey Goldstein whose pap...
by billb
Fri May 15, 2020 8:32 am
Forum: MLwiN user forum
Topic: How to estimate a multi-level multi-process event history model (binary and categorical responses)
Replies: 2
Views: 1112

Re: How to estimate a multi-level multi-process event history model (binary and categorical responses)

Hi Ashley, Thanks for your question. I am a bit rusty on these sorts of models and taking a quick look at the equations window in MLwiN when you try and fit multivariate response models you are restricted to responses being normal, binomial or Poisson. I don't know if this has changed since the slid...
by billb
Fri May 15, 2020 8:20 am
Forum: R2MLwiN user forum
Topic: Pre-post design
Replies: 1
Views: 1214

Re: Pre-post design

Hi Ken, Apologies that this one hasn't been answered after so long. Basically I think R2MLwiN has a very similar syntax to glmer and thus will likely fit the same models. They are using different algorithms so I am not sure which will be the quicker. I suspect estimates for 2 models would be similar...
by billb
Mon Apr 20, 2020 5:39 pm
Forum: MLwiN user forum
Topic: variance function and its uncertainty
Replies: 3
Views: 1097

Re: variance function and its uncertainty

Hi Sun,
Not really as as you say you don't have normality so any use of the SEs would be very approximate. you might consider bootstrapping I guess but easiest with MCMC.
Best wishes,
Bill.
by billb
Thu Apr 02, 2020 3:33 pm
Forum: MLwiN user forum
Topic: variance function and its uncertainty
Replies: 3
Views: 1097

Re: variance function and its uncertainty

Hi Sun, With regard MCMC my suggestion is to look at my MCMC manual where I cover how one works out confidence intervals for derived quantities - here I cover in section 4.7 the difference between 2 schools, 4.8 their ranks with CIs and most relevant for you the ICC/VPC in section 4.9. Here you can ...
by billb
Fri Mar 13, 2020 4:26 pm
Forum: runmlwin user forum
Topic: Jointly test coefficient is 0 across 3 outcomes from trivariate cross-classified model fitted using MCMC
Replies: 1
Views: 716

Re: Jointly test coefficient is 0 across 3 outcomes from trivariate cross-classified model fitted using MCMC

Hi Rachael,
MCMC is fitting a Bayesian model so the concept of a classical P value is not valid for MCMC estimates - I think we do offer Bayesian P values for all parameters though which basically check what proportion of iterations are positive / negative for a chain.
Best wishes,
Bill.
by billb
Thu Jan 23, 2020 3:07 pm
Forum: MLwiN user forum
Topic: Is level 2 variance significantly different from 0?
Replies: 1
Views: 844

Re: Is level 2 variance significantly different from 0?

That depends on which estimation method you are using but generally involves fitting the model with and without the random intercept and looking at some indicator of model fit - a LR test for ML methods or comparing DIC for MCMC. Suggest you look in the user guides for examples.
Bill.