A person's race is constant, so in theory, Stata shouldn't let me ask for race to have a random slope at the person level. However, it does and the variance is quite large. In contrast the variance at the team level is pretty much nil. Here is the output. ExternalReference is the unique id of each person. Could someone explain what Stata is doing here? Also, what should I be doing to run this if I want to see if the effect of race varies at the team level? Should I enter it as a series of dummies and put the variable names after "team:" with/without an R or i prefix?
Code:
. mixed aghiw i.raceB || team: R.raceB || ExternalReference: R.raceB, residuals(ar 1, t(wave)) Note: time gaps exist in the estimation data Computing standard errors: Mixed-effects ML regression Number of obs = 391 ------------------------------------------------------------- | No. of Observations per Group Group Variable | Groups Minimum Average Maximum ----------------+-------------------------------------------- team | 14 18 27.9 40 ExternalRe~e | 85 2 4.6 5 ------------------------------------------------------------- Wald chi2(6) = 2.60 Log likelihood = -350.29526 Prob > chi2 = 0.8569 ------------------------------------------------------------------------------ aghiw | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- raceB | Hispanic | .0525582 .2350682 0.22 0.823 -.4081669 .5132833 Black | -.0869336 .3276859 -0.27 0.791 -.7291862 .5553189 Asian | .1653421 .1415124 1.17 0.243 -.112017 .4427012 Asian-White | .0855664 .2103184 0.41 0.684 -.3266502 .4977829 M. Eastern | .2873001 .2822071 1.02 0.309 -.2658156 .8404158 Other | -.1040551 .3185585 -0.33 0.744 -.7284184 .5203081 | _cons | 3.566309 .0871464 40.92 0.000 3.395505 3.737113 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ team: Identity | var(R.raceB) | 1.34e-12 3.29e-12 1.09e-14 1.66e-10 -----------------------------+------------------------------------------------ ExternalRe~e: Identity | var(R.raceB) | .1950636 .048428 .1199086 .3173233 -----------------------------+------------------------------------------------ Residual: AR(1) | rho | .2612881 .0875236 .083185 .4232158 var(e) | .2894514 .0331079 .2313204 .3621908 ------------------------------------------------------------------------------ LR test vs. linear model: chi2(3) = 127.98 Prob > chi2 = 0.0000 Note: LR test is conservative and provided only for reference.
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