variance of the linear predictor

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shanekav
Posts: 36
Joined: Wed Feb 20, 2013 12:55 am

variance of the linear predictor

Post by shanekav » Mon Oct 06, 2014 2:26 am

Hi,
Apologies in advance if this should be obvious to me. How can I calculate the variance of the linear predictor for a logistic 2 level model in MLwiN?

thanks
Shane

ChrisCharlton
Posts: 1103
Joined: Mon Oct 19, 2009 10:34 am

Re: variance of the linear predictor

Post by ChrisCharlton » Wed Oct 15, 2014 2:58 pm

Would you be able to clarify what you are trying to calculate, as the term could be interpreted in more than one way, as well as what you hope to use it for?

shanekav
Posts: 36
Joined: Wed Feb 20, 2013 12:55 am

Re: variance of the linear predictor

Post by shanekav » Wed Oct 15, 2014 10:28 pm

Hi Chris,

I am running a number of variations of a two level logistic model and would like to make comparisons between the coefficients across the models. As we discussed before, making such comparisons is complicated in logistic multilevel models because the fixed variance at the lowest level causes a rescaling effect that leads to changes in the coefficients apart from changes coming from the model.

Joop Hox in his book Multilevel Analysis (2010, 135-6) outlines a way of calculating a scale correction factor. One part of the suggested equation is the variance of the linear predictor:

‘The variance of the linear predictor is the systematic variance in the model; the other two variances are the residual errors at the two levels’

I hope this is enough information for you.

Shane

billb
Posts: 112
Joined: Fri May 21, 2010 1:21 pm

Re: variance of the linear predictor

Post by billb » Fri Oct 17, 2014 4:01 pm

Hi Shane,
My immediate advice is to contact Joop directly as he may have a macro to do this in MLwiN which he has been known to use. Without reading Joop's book which I don't have time to as we speak I can't help you any further.
Apologies,
Bill.

multilevelninja
Posts: 1
Joined: Mon Apr 15, 2019 1:40 pm

Re: variance of the linear predictor

Post by multilevelninja » Mon Apr 15, 2019 1:43 pm

Hi Shane, I am looking at the same matter now. Did you manage to calculate the variance of the linear predictor? I would appreciate if you could share any details on this. Thanks!

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