-------------------------------------------------------------------------------
      name:  <unnamed>
       log:  Q:\C-modelling\runmlwin\website\logfiles\2024-10-11\18\12.4.smcl
  log type:  smcl
 opened on:  11 Oct 2024, 18:44:03

. ****************************************************************************
. * Module 12: Cross-Classified Models - Stata Practical
. *
. *     P12.4: Adding a Random School-by-Neighbourhood Interaction Classificati
> on
. *
. *            George Leckie
. *            Centre for Multilevel Modelling, 2011
. ****************************************************************************
. *     Stata do-file to replicate all analyses using runmlwin
. *
. *     George Leckie
. *     Centre for Multilevel Modelling, 2013
. *     http://www.bristol.ac.uk/cmm/software/runmlwin/
. ****************************************************************************
. 
. use "http://www.bristol.ac.uk/cmm/media/runmlwin/12.4.dta", clear

. 
. egen schidXneighid = group(schid neighid)

. 
. xtmixed attain || _all: R.schid || neighid: || schidXneighid:, mle variance

Performing EM optimization: 

Performing gradient-based optimization: 

Iteration 0:  Log likelihood = -3179.4012  
Iteration 1:  Log likelihood = -3176.3699  
Iteration 2:  Log likelihood = -3176.2883  
Iteration 3:  Log likelihood = -3176.2863  
Iteration 4:  Log likelihood = -3176.2863  

Computing standard errors:

Mixed-effects ML regression                              Number of obs = 2,310

        Grouping information
        -------------------------------------------------------------
                        |     No. of       Observations per group
         Group variable |     groups    Minimum    Average    Maximum
        ----------------+--------------------------------------------
                   _all |          1      2,310    2,310.0      2,310
                neighid |        524          1        4.4         16
           schidXneig~d |        784          1        2.9         14
        -------------------------------------------------------------

                                                         Wald chi2(0)  =     .
Log likelihood = -3176.2863                              Prob > chi2   =     .

-------------------------------------------------------------------------------
       attain | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
--------------+----------------------------------------------------------------
        _cons |    .074952   .0723328     1.04   0.300    -.0668176    .2167216
-------------------------------------------------------------------------------

------------------------------------------------------------------------------
  Random-effects parameters  |   Estimate   Std. err.     [95% conf. interval]
-----------------------------+------------------------------------------------
_all: Identity               |
                var(R.schid) |   .0757556   .0320221      .0330833    .1734684
-----------------------------+------------------------------------------------
neighid: Identity            |
                  var(_cons) |   .0907447   .0335894      .0439285    .1874546
-----------------------------+------------------------------------------------
schidXneig~d: Identity       |
                  var(_cons) |   .0683918   .0365682      .0239816    .1950427
-----------------------------+------------------------------------------------
               var(Residual) |    .781917   .0271383      .7304957     .836958
------------------------------------------------------------------------------
LR test vs. linear model: chi2(3) = 211.57                Prob > chi2 = 0.0000

Note: LR test is conservative and provided only for reference.

. 
. estimates store model3

. 
. lrtest model1 model3

Likelihood-ratio test
Assumption: model1 nested within model3

 LR chi2(1) =   4.14
Prob > chi2 = 0.0419

Note: The reported degrees of freedom assumes the null hypothesis is not on
      the boundary of the parameter space. If this is not true, then the
      reported test is conservative.

. 
end of do-file