Search found 114 matches

by billb
Tue Nov 26, 2019 1:57 pm
Forum: runmlwin user forum
Topic: 95% prediction interval for new obs from same cluster populations
Replies: 3
Views: 52

Re: 95% prediction interval for new obs from same cluster populations

Hi Rachael,
Just generate a level 1 residual (using the level 1 variance) and add it to the prediction and you should be sorted.
Bill.
by billb
Tue Nov 26, 2019 12:40 pm
Forum: runmlwin user forum
Topic: 95% prediction interval for new obs from same cluster populations
Replies: 3
Views: 52

Re: 95% prediction interval for new obs from same cluster populations

Hi Rachael,
If you were hoping to get 95% intervals for individuals rather than for the average individual you will also need to have level 1 in your predictions I would expect.
Best wishes,
Bill.
by billb
Wed Aug 07, 2019 1:11 pm
Forum: MLwiN user forum
Topic: Wald test and SE of variances
Replies: 2
Views: 653

Re: Wald test and SE of variances

Hi Sun, the Wald test is only an approximate test for variance parameters as they do not have a normal distribution. That withstanding the test will form the difference of the 2 variances and then work out the SE for this difference to test for significance. This SE is made up of the SE for each par...
by billb
Mon Jul 15, 2019 9:29 am
Forum: MLwiN user forum
Topic: Higher level predictors: are they worth it?
Replies: 2
Views: 1481

Re: Higher level predictors: are they worth it?

Dear John, I would say that it would be important to include the level 2 predictors. In some respect you are largely doing the multilevel modelling to control for variation in the response variable that can be explained by clustering into groups. Of course putting level 2 predictors into the model c...
by billb
Fri Jun 21, 2019 12:32 pm
Forum: runmlwin user forum
Topic: Interpretation of the Raftery-Lewis value
Replies: 2
Views: 2660

Re: Interpretation of the Raftery-Lewis value

Hi Rach, Raftery and Lewis is a completely different diagnostic to the ESS and so works on actual iterations and so you need to run for 19,445 actual iterations to satisfy it. With regard ESS generally one looks for some criterion like > 500 for all parameters. The ESS works on correlations in the c...
by billb
Fri Apr 05, 2019 5:18 pm
Forum: MLwiN user forum
Topic: Measurement Invariance testing with CCMM models
Replies: 4
Views: 1459

Re: Measurement Invariance testing with CCMM models

Hi Pia,
It depends on what model you are fitting. If you look at the MLwiN manuals for MV models you will see that the data is in wide format and then when you specific the columns for the different responses the software constructs the long format in the background.
Best wishes,
Bill.
by billb
Thu Apr 04, 2019 7:16 am
Forum: MLwiN user forum
Topic: Measurement Invariance testing with CCMM models
Replies: 4
Views: 1459

Re: Measurement Invariance testing with CCMM models

Hi Pia, MLwiN has some functionality for multilevel factor analysis (using MCMC) and I suspect it could do cross-classified/multiple membership as well though I have never tested it so I wouldn't vouch for it. I think if you construct factor scores elsewhere and want to fit a more standard multivari...
by billb
Thu Apr 04, 2019 7:05 am
Forum: runmlwin user forum
Topic: Cross-classified logit model: Getting the ICCs
Replies: 8
Views: 3226

Re: Cross-classified logit model: Getting the ICCs

Morning Johannes, I am assuming looking at the syntax you are using runmlwin in Stata? It is probably worth reading a little bit more about how MCMC works e.g. my MCMC in MLwiN book as unlike the IGLS algorithm for ML estimation which converges to ML estimates, MCMC constructs via simulation depende...
by billb
Mon Apr 01, 2019 6:27 am
Forum: runmlwin user forum
Topic: Cross-classified logit model: Getting the ICCs
Replies: 8
Views: 3226

Re: Cross-classified logit model: Getting the ICCs

Hi Johannes,
The VPC and ICC have the same formulae for all random intercept models (including your null model). It is only in random slopes models where the variability at higher levels depends on predictor variables that the 2 concepts diverge.
Best wishes,
Bill.
by billb
Fri Mar 29, 2019 1:11 pm
Forum: runmlwin user forum
Topic: Cross-classified logit model: Getting the ICCs
Replies: 8
Views: 3226

Re: Cross-classified logit model: Getting the ICCs

Hi Johannes, My suggestion is to fit your model as you are doing and then extract the different variances for each level along with pi^2/3 for the binomial variation at level 1 and sum these together to get total variance. Then the ICC for any particular classification is it's variance / total varia...