What is level-one residuals variance for Multilevel multinomial logit model in MLwiN

Welcome to the forum for MLwiN users. Feel free to post your question about MLwiN software here. The Centre for Multilevel Modelling take no responsibility for the accuracy of these posts, we are unable to monitor them closely. Do go ahead and post your question and thank you in advance if you find the time to post any answers!

Remember to check out our extensive software FAQs which may answer your question: http://www.bristol.ac.uk/cmm/software/s ... port-faqs/
Post Reply
chienpang
Posts: 1
Joined: Thu Oct 22, 2015 10:51 am

What is level-one residuals variance for Multilevel multinomial logit model in MLwiN

Post by chienpang »

Hi everyone,
I got a question when I used MLwiN to estimate a multilevel multinomial logit model. After I finished the model estimation, I tried to calculate ICC (intr-class correlation). I tried to find out the level-one (individual-level) residuals variance. The estimation results show that level-one residuals variance seems equal to 1. I am not sure if I read the results right or not because for multinomial logit model, the level-one residuals is distributed as Gumbel distribution with variance π2/3. If the level-one residuals variance equal to 1 and mean equal to 0, it should be a multinomial probit model.
So, my question is:
1. what's the assumption of the level-one residuals distribution for multilevel multinomial logit model in MLwiN??
2. How to find out or calculate the level-one residuals variance for multilevel multinomial logit model in MLwiN??

Hope someone can answer my questions. Thank you very much.

Chien-Pang
ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: What is level-one residuals variance for Multilevel multinomial logit model in MLwiN

Post by ChrisCharlton »

In the formulation that MLwiN uses the variance of one that you see is actually a multiplier for the variance (if you turn on extra-multinomial variation then this will be estimated instead of being fixed to one). For details of the formulation see section 4.4 of Harvey Goldstein's book (Multilevel Statistical Models, 4th Edition, http://onlinelibrary.wiley.com/book/10. ... 0470973394).
Post Reply