Re: [R] Multilevel logistic regression using lmer vs glmmPQL vs.gllamm in Stata

From: ronggui <0034058_at_fudan.edu.cn>
Date: Wed 03 Aug 2005 - 20:02:14 EST


>On Wed, 3 Aug 2005, Bernd Weiss wrote:
>
>> I am trying to replicate some multilevel models with binary outcomes
>> using R's "lmer" and "glmmPQL" and Stata's gllmm, respectively.
>
>That's not going to happen as they are not using the same criteria.

the glmmPQL and lmer both use the PQL method to do it ,so can we get the same result by setting some options to the command?

>> 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.
>
>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.
>
>--
>Brian D. Ripley, ripley@stats.ox.ac.uk
>Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
>University of Oxford, Tel: +44 1865 272861 (self)
>1 South Parks Road, +44 1865 272866 (PA)
>Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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2005-08-03



Deparment of Sociology
Fudan University

Blog:http://sociology.yculblog.com



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 03 20:17:36 2005

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