Hi,
So no the data is 2-levels it is just that for fitting both multivariate response models and multinomial models MLwiN expands out the data to create a dummy level of categories/responses below level 1. The reason you are getting an error message is that when you use year within individual MLwiN ...
Search found 162 matches
- Tue Jan 12, 2021 2:40 pm
- Forum: MLwiN user forum
- Topic: Error when fitting a multinomial logit regression with panel data
- Replies: 17
- Views: 57857
- Fri Dec 04, 2020 9:49 am
- Forum: runmlwin user forum
- Topic: Variance Decomposition
- Replies: 3
- Views: 13843
Re: Variance Decomposition
Sounds good and great that you get similar results to lme4. I think as long as you ensure you have unique ids everything will be fine i.e. not using the Execid number for different indiviudals in different Industries. I would then take a look at how multiple-membership works in MLwiN as you will ...
- Thu Dec 03, 2020 1:46 pm
- Forum: runmlwin user forum
- Topic: Variance Decomposition
- Replies: 3
- Views: 13843
Re: Variance Decomposition
Hi Lmcrace,
Yes it sounds like you may have cross classifications and multiple memberships. My only question would be whether these different 'effects' are all identifiable and how big your data is. For example I can think in education of a dataset with kids nested within classes and teachers but if ...
Yes it sounds like you may have cross classifications and multiple memberships. My only question would be whether these different 'effects' are all identifiable and how big your data is. For example I can think in education of a dataset with kids nested within classes and teachers but if ...
- Mon Nov 23, 2020 5:21 pm
- Forum: MLwiN user forum
- Topic: About multivariate response model
- Replies: 1
- Views: 12619
Re: About multivariate response model
Dear Tomay,
I would suggest that you take a look through the manual about multilevel multivariate responses.
1. When you add predictor variables you can as you correctly point out add them as common coefficient which (at least for IGLS) will give you the same effect for A and B.
2. Yes just make ...
I would suggest that you take a look through the manual about multilevel multivariate responses.
1. When you add predictor variables you can as you correctly point out add them as common coefficient which (at least for IGLS) will give you the same effect for A and B.
2. Yes just make ...
- Thu Oct 08, 2020 7:30 pm
- Forum: MLwiN user forum
- Topic: Detecting significant results
- Replies: 6
- Views: 15586
Re: Detecting significant results
Hi Sabine,
I am afraid outside of MCMC you are stuck with the approximate Wald test (which essentially assumes normality) of equivalently the P values spat out by the Store model window which does likewise.
Best wishes,
Bill.
I am afraid outside of MCMC you are stuck with the approximate Wald test (which essentially assumes normality) of equivalently the P values spat out by the Store model window which does likewise.
Best wishes,
Bill.
- Thu Oct 08, 2020 1:36 pm
- Forum: MLwiN user forum
- Topic: Detecting significant results
- Replies: 6
- Views: 15586
Re: Detecting significant results
Hi Sabine,
Not sure I follow your question - the interval and tests window will give you a P value if we are still talking about the same model but you need to tell it what Wald test to perform (there is something about this window in the help system and an example in the binary response chapter of ...
Not sure I follow your question - the interval and tests window will give you a P value if we are still talking about the same model but you need to tell it what Wald test to perform (there is something about this window in the help system and an example in the binary response chapter of ...
- Thu Oct 08, 2020 12:55 pm
- Forum: MLwiN user forum
- Topic: Detecting significant results
- Replies: 6
- Views: 15586
Re: Detecting significant results
Hi Sabine,
The estimates from MQL / PQL are quasi-likelihood so you cannot do a standard likelihood-based test to get a P value. You can do an approximate Wald test via the intervals and tests window but bear in mind this assumes normality for the variables so is only an approximation.
Hope that ...
The estimates from MQL / PQL are quasi-likelihood so you cannot do a standard likelihood-based test to get a P value. You can do an approximate Wald test via the intervals and tests window but bear in mind this assumes normality for the variables so is only an approximation.
Hope that ...
- Tue Jul 28, 2020 12:24 pm
- Forum: MLwiN user forum
- Topic: Constraining multilevel logistic regression model
- Replies: 5
- Views: 15558
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.
Bill.
- Tue Jul 28, 2020 12:04 pm
- Forum: MLwiN user forum
- Topic: Constraining multilevel logistic regression model
- Replies: 5
- Views: 15558
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 ...
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 ...
- Tue Jun 30, 2020 11:19 am
- Forum: MLwiN user forum
- Topic: Power/Effective Sample Size
- Replies: 5
- Views: 17907
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 ...