Hi,
There's a trade-off between N (total number of units) and M (number of
clusters). These models are known to have some bias in situations
where the number of clusters M is small, or the number of units n_m in
each unit is large relative to the number of clusters. In order to
show that the results are unbiased, try running 100 simulations with
100 clusters, and 5 units in each cluster. The mean of the
simulations should return the true parameters to the first decimal
place. Additional precision can be achieved by increasing the number
of simulations.
Best,
Olivia
On Mon, Mar 30, 2009 at 10:27 PM, Kosuke Imai <kimai(a)princeton.edu> wrote:
Hi,
I'm not familiar with these kinds of models, but I wouldn't be surprised if
the convergence has not been achieved at n = 300. It's also possible that
variance parameters have uncertainty estimation which has not been taken
into account (although I'm not 100 % sure about if this is indeed the case,
and I'm ccing to the contributor of this model to see if she has any
insight). If this is the case, you might want to choose the bootstrap
option.
Kosuke
--
Department of Politics
Princeton University
http://imai.princeton.edu
On Mon, 30 Mar 2009, Zhang, Hui wrote:
Dear Kosuke,
Thank you so much for your response. After I update all the three, my R,
lme4 and Zelig packages, to the newest version, the problem disappeared.
Then I tested the Zelig package for binary data GLMM modeling. However,
I did not get the result as supposed.
Basically, I generate the dataset from a GLMM model to and then test the
type I error using Zelig fitting. It did not give the correct number
even for large sample size.
I attached both the simulation strategy and R code in this email. Do you
think that is because I did not use the the Package "Zelig" correctly or
it has deficit?
Thank you so much!
Hui
-----Original Message-----
From: Kosuke Imai [mailto:kimai@Princeton.EDU]
Sent: Sunday, March 29, 2009 9:34 PM
To: Zhang, Hui
Cc: Gary King; Delia Bailey; Tu, Xin; zelig(a)lists.gking.harvard.edu
Subject: Re: a question regarding R package "Zelig"
Can you try the latest version of Zelig and lme4 and do:
demo(ls.mixed)
It works for me and should work for you too... Note that you should do
install.packages("Zelig", repos = "http://gking.harvard.edu")
for Zelig.
Thanks,
Kosuke
-
Zelig Mailing List, served by Harvard-MIT Data Center
Send messages: zelig(a)lists.gking.harvard.edu
[un]subscribe Options:
http://lists.gking.harvard.edu/?info=zelig
Zelig program information:
http://gking.harvard.edu/zelig/
-
Zelig Mailing List, served by Harvard-MIT Data Center
Send messages: zelig(a)lists.gking.harvard.edu
[un]subscribe Options: