[R] two-level poisson, again
Shige Song
shigesong at gmail.com
Wed Aug 17 08:52:50 CEST 2005
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)
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In Stata, I type:
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xtpois _D educy agri, e(_Y) i(pcid2)
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Results using R look like:
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...
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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