Re: [R] two-level poisson, again

From: Henric Nilsson <henric.nilsson_at_statisticon.se>
Date: Wed 17 Aug 2005 - 18:14:46 EST

On On, 2005-08-17, 08:52, Shige Song skrev:
> Hi,
>
> I compare results of a simple two-level poisson estimated using lmer
> and those estimated using MLwiN and Stata (v.9).
>
> In R, I trype:
> -------------------------------------------------------------------------------------------
> m2 <- lmer(.D ~ offset(log(.Y)) + (1|pcid2) + educy + agri, male, poisson)
> -------------------------------------------------------------------------------------------
>
> In Stata, I type:
> -------------------------------------------------------------------------------------------
> xtpois _D educy agri, e(_Y) i(pcid2)

You're not fitting the same model! `lmer' uses Gaussian random effects and the default for `xtpois' is gamma random effects.

Also, note that even if you'd specified a Gaussian random effect (through a `normal' to the right of the `,' in your `xtpois' call) the same fitting criterion is not used since `xtpois' uses adaptive Gauss-Hermite quadrature and `lmer' defaults to PQL.

For comparable results, try the following:

m2 <- lmer(.D ~ offset(log(.Y)) + (1|pcid2) + educy + agri, male, poisson, method = "AGQ")

xtpois _D educy agri, e(_Y) i(pcid2) re normal

You may also want to try Göran Broström's `glmmML' package.

HTH,
Henric

>
> Results using R look like:
> -------------------------------------------------------------------------------------------
> ..
> Random effects:
> Groups Name Variance Std.Dev.
> pcid2 (Intercept) 5e-10 2.2361e-05
> # of obs: 25360, groups: pcid2, 174
>
> Estimated scale (compare to 1) 7.190793
>
> Fixed effects:
> Estimate Std. Error z value Pr(>|z|)
> (Intercept) -3.28548086 0.00408771 -803.75 < 2.2e-16 ***
> educy 0.00507475 0.00039616 12.81 < 2.2e-16 ***
> agri 0.01346887 0.00334837 4.02 5.758e-05 ***
> ..
> ------------------------------------------------------------------------------------------
>
> Results using Stata look like:
>
> ------------------------------------------------------------------------------
> _D | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------------
> educy | .0120431 .0004441 27.12 0.000 .0111725
> .0129136
> agri | .0293177 .0035586 8.24 0.000 .022343
> .0362924
> _cons | -3.325073 .0076275 -435.93 0.000 -3.340023
> -3.310123
> _Y | (exposure)
> -------------+----------------------------------------------------------------
> /lnalpha | -4.982977 .1156474 -5.209641
> -4.756312
> -------------+----------------------------------------------------------------
> alpha | .0068536 .0007926 .0054636
> .0085973
> ------------------------------------------------------------------------------
>
>
> As you can see, the discrepency is significant! And results using
> MLwiN agree with Stata. Any help will be greately appreciated!
>
> Shige
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Aug 17 18:21:06 2005

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