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Multilevel logistic regression using lmer vs glmmPQL vs. gllamm in Stata

3 messages · Bernd Weiss, Brian Ripley

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Dear all,

I am trying to replicate some multilevel models with binary outcomes 
using R's "lmer" and "glmmPQL" and Stata's gllmm, respectively. 

The data can be found at <http://www.uni-koeln.de/~ahf34/xerop.dta>. 

The relevant Stata output can be found at  <http://www.uni-
koeln.de/~ahf34/stataoutput.txt>. First, you will find the 
unconditional model, i.e. no level1- or 2-predictor variables. The 
second model contains some level 1-predictor variables

My R file can be found at <http://www.uni-koeln.de/~ahf34/xerop.R>.

Beside the fact that there is a difference between the estimates of 
the intercept (unconditional model: R: -2.76459 and Stata: -2.698923) 
I am especially interested in the level 2 variance. 

In Stata the level 2 variance is about 1.03, while in R it is  4.68. 

Using glmmPQL from package MASS again gives different results for the 
level 2 variance component. What is meant by "Residual"? I thought 
the level 1 variance is fixed to (pi^2)/3.  

I am a beginner in multilevel modeling so I assume I made some 
mistake either in interpreting the output or specifying the models. 

I would appreciate any help.

Bernd
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Am 3 Aug 2005 um 7:52 hat Bernd Weiss geschrieben:

[..]

Sorry, I forgot to mention which R version I am using:
_                           
platform i386-pc-mingw32             
arch     i386                        
os       mingw32                     
system   i386, mingw32               
status   Under development (unstable)
major    2                           
minor    2.0                         
year     2005                        
month    07                          
day      25                          
svn rev  35036                       
language R            


Bernd
#
On Wed, 3 Aug 2005, Bernd Weiss wrote:

            
That's not going to happen as they are not using the same criteria.
Please read the book for which this is support software, as it definitely 
does not say that, and it does explain how such differences can occur.