victor wrote: > It is boundend, you're right. In fact it is -25<=X<=0 > > These are cross-national survey data (I was investigated 7 countries in > each country there was 900-1700 cases). > In fact, there was two level 2 variables, so: > > m1<-lme(X~Y,~1|group,data=data,na.action=na.exclude,method="ML") > m2<-lme(X~Y+Z1+Z2,~1|group,data=data,na.action=na.exclude,method="ML") > > X is a life satisfaction factor combined from 2 other variables for each > case separately, of course. > Y - income per capita in household > Z1 - unemployment rate in a country. > Z2 - life expectancy in a country > group - country
Victor: What happens if you center Y, Z1, and Z2 so that 0 corresponds to the mean for each? As it is, zero is a very unusual value for each of these variables. Do you really want to estimate the value of X when income = 0, unemployment = 0, and life expectancy = 0? If I understand correctly, I think that's why the intercept value looks unusual to you. > I attach a similar model where after adding Lev2 predictors intercept > value is even 22! > > I'm sure there is my mistake somwhere but... what is wrong? > > > > Linear mixed-effects model fit by maximum likelihood > Data: data > AIC BIC logLik > 31140.77 31167.54 -15566.39 > > Random effects: > Formula: ~1 | country > (Intercept) Residual > StdDev: 0.8698037 3.300206 > > Fixed effects: X ~ Y > Value Std.Error DF t-value p-value > (Intercept) -4.397051 0.3345368 5944 -13.143698 0 > Y -0.000438 0.0000521 5944 -8.399448 0 > Correlation: > (Intr) > Y -0.13 > > Standardized Within-Group Residuals: > Min Q1 Med Q3 Max > -6.3855881 -0.5223116 0.2948941 0.6250717 2.6020180 > > Number of Observations: 5952 > Number of Groups: 7 > > > and for the second model: > > Linear mixed-effects model fit by maximum likelihood > Data: data > AIC BIC logLik > 31133.08 31173.23 -15560.54 > > Random effects: > Formula: ~1 | country > (Intercept) Residual > StdDev: 0.3631184 3.300201 > > Fixed effects: X ~ Y + Z1 + Z2 > Value Std.Error DF t-value p-value > (Intercept) 22.188828 4.912214 5944 4.517073 0.0000 > Y -0.000440 0.000052 5944 -8.456196 0.0000 > Z1 -0.095532 0.037520 4 -2.546161 0.0636 > Z2 -0.333549 0.062031 4 -5.377127 0.0058 > Correlation: > (Intr) FAMPEC UNEMP > Y 0.168 > Z1 -0.429 0.080 > Z2 -0.997 -0.188 0.366 > > Standardized Within-Group Residuals: > Min Q1 Med Q3 Max > -6.3778888 -0.5291287 0.2963226 0.6260023 2.6226880 > > Number of Observations: 5952 > Number of Groups: 7 > > Doran, Harold wrote: >> As Andrew noted, you need to provide more information. But, what I see >> is that your model assumes X is continuous but you say it is bounded, >> -25 < X < 0 >> >>> -----Original Message----- >>> From: [EMAIL PROTECTED] >>> [mailto:[EMAIL PROTECTED] On Behalf Of victor >>> Sent: Wednesday, December 06, 2006 3:34 AM >>> To: r-help@stat.math.ethz.ch >>> Subject: [R] intercept value in lme >>> >>> Dear all, >>> >>> I've got a problem in fitting multilevel model in lme. I >>> don't know to much about that but suspect that something is >>> wrong with my model. >>> >>> I'm trying to fit: >>> >>> m1<-lme(X~Y,~1|group,data=data,na.action=na.exclude,method="ML") >>> m2<-lme(X~Y+Z,~1|group,data=data,na.action=na.exclude,method="ML") >>> >>> where: >>> X - dependent var. measured on a scale ranging from -25 to 0 >>> Y - level 1 variable Z - level 1 variable >>> >>> In m1 the intercept value is equal -3, in m2 (that is after >>> adding Lev 2 >>> var.) is equal +16. >>> >>> What can be wrong with my variables? Is this possible that >>> intercept value exceeds scale? >>> >>> Best regards, >>> >>> victor >>> >>> ______________________________________________ >>> 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 >>> and provide commented, minimal, self-contained, reproducible code. >>> > > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. > -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
