Search found 156 matches

by billb
Mon Sep 04, 2017 12:19 pm
Forum: MLwiN user forum
Topic: Informative priors
Replies: 5
Views: 6492

Re: Informative priors

Hi Rdmcdowell, Thanks for the clarification. Good to see people using my MCMC book :) The first thing to note is that a variance of 4.5 is crazily big in a logistic regression model (particularly if you are getting this from the default 1st MQL) and would usually indicate that most clusters are all ...
by billb
Mon Sep 04, 2017 9:31 am
Forum: MLwiN user forum
Topic: Informative priors
Replies: 5
Views: 6492

Re: Informative priors

Hi Rdmcdowell, When you say do not work well do you mean simply that the chains mix poorly? My only experience here really is in my paper Browne et al. (2007) in Statistical Modelling - https://scholar.google.com/citations?view_op=view_citation&hl=en&user=mxNZAmoAAAAJ&cstart=20&pages...
by billb
Wed Aug 30, 2017 7:49 am
Forum: R2MLwiN user forum
Topic: Interpretation of coefficient in multilevel cumulative logit model
Replies: 4
Views: 6429

Re: Interpretation of coefficient in multilevel cumulative logit model

No worries both. Basically if the probability of being in categories k and upwards is p then the probability of being in categories k-1 and downwards will be 1-p and if logit(p) = a then logit(1-p) = -a hence when you switch the base category then the main change will be a switching of signs for all...
by billb
Wed Aug 30, 2017 7:44 am
Forum: runmlwin user forum
Topic: Advice on cross-classified models with large data sets
Replies: 11
Views: 12096

Re: Advice on cross-classified models with large data sets

Hi rdmcdowell,
Am afraid I didn't write runmlwin so can't help here though I'll mention this to George Leckie and Chris Charlton to reply to you,
Best wishes,
Bill.
by billb
Wed Aug 23, 2017 10:42 am
Forum: R2MLwiN user forum
Topic: Predicted Probability for cross-classified ML model
Replies: 1
Views: 4940

Re: Predicted Probability for cross-classified ML model

Hi Vivian, I suspect this is pretty challenging for a cross-classified scenario. Lemma module 7 has a section on PA for 2-level binomial and the simulation approach (section 7.4) and my guess is that to do cross-classified equivalent calculations would require an additional level of looping in the s...
by billb
Wed Aug 23, 2017 10:37 am
Forum: MLwiN user forum
Topic: Goodness of fit test for Multilevel logistic models
Replies: 2
Views: 4248

Re: Goodness of fit test for Multilevel logistic models

Hi ddswick,
To confirm the Hosmer-Lemeshew test has not been implemented in MLwiN. In the multilevel setting there are residuals available and the diagnostics that go with testing these are available as in normal models.
Hope that answers your question.
Best wishes,
Bill.
by billb
Wed Aug 23, 2017 10:33 am
Forum: R2MLwiN user forum
Topic: Interpretation of coefficient in multilevel cumulative logit model
Replies: 4
Views: 6429

Re: Interpretation of coefficient in multilevel cumulative logit model

Hi Vivian, Thanks for your question. I wonder whether you can clarify a bit? When you talk about reversing the sign of the coefficient is this because of the base category you have chosen in the cumulative logit? I.e. if you are using the lowest category as base then the values for the thresholds wo...
by billb
Wed Aug 09, 2017 8:15 am
Forum: runmlwin user forum
Topic: Advice on cross-classified models with large data sets
Replies: 11
Views: 12096

Re: Advice on cross-classified models with large data sets

Hi RDMCDOWELL, If you fit a cross-classified model then it's best to use MCMC in MLwiN and so you would have higher levels/classifications for doctors and patients. I wouldn't suggest you use the clustering as described. I think the IGLS method would really struggle. The multiple membership approach...
by billb
Wed Aug 09, 2017 8:10 am
Forum: R2MLwiN user forum
Topic: Explained variance logistic/ordered multinomial models estimated with MCMC [VPC?]
Replies: 3
Views: 4855

Re: Explained variance logistic/ordered multinomial models estimated with MCMC [VPC?]

Dear Gerine, I will agree with Kelvyn that this is indeed a challenging problem due to the scaling that occurs. I don't know Tony Fielding's paper that well so don't think this has been implemented in MLwiN unless he wrote macros himself. With regard VPC estimation there are 2 references (Goldstein,...
by billb
Wed Aug 09, 2017 8:03 am
Forum: R2MLwiN user forum
Topic: Wald Test in MCMC estimation
Replies: 3
Views: 5189

Re: Wald Test in MCMC estimation

Hi Gerine, A better approach would be to extract the chains for the 2 dummies and subtract their values as this would then give you a chain for the differences. You could then look to see if the quantiles of this chain contain 0. This is better as it will deal with any correlation between the parame...