Hello Linda,
You could look how they do bootstrapping for a difference of two coefficients from two estimations:
https://www.statalist.org/forums/forum/general-stata-discussion/general/1299138-bootstrapping-difference
For clustered bootstrap (panel data), see this link:
https://www.statalist.org ...
Search found 5 matches
- Fri Nov 13, 2020 3:03 pm
- Forum: runmlwin user forum
- Topic: Comparing variance estimates from two MCMC models
- Replies: 9
- Views: 18727
- Tue Oct 27, 2020 5:31 pm
- Forum: runmlwin user forum
- Topic: Comparing variance estimates from two MCMC models
- Replies: 9
- Views: 18727
Re: Comparing variance estimates from two MCMC models
Dear Chris,
I would like to follow up on this post, if it is fine with you. I have managed to write a bootstrap program in Stata and it worked fine for a 2-level model, as the one above.
I now have a question regarding having more levels in the model and using the same produce as you and George ...
I would like to follow up on this post, if it is fine with you. I have managed to write a bootstrap program in Stata and it worked fine for a 2-level model, as the one above.
I now have a question regarding having more levels in the model and using the same produce as you and George ...
- Fri May 22, 2020 10:33 pm
- Forum: runmlwin user forum
- Topic: Comparing variance estimates from two MCMC models
- Replies: 9
- Views: 18727
Re: Comparing variance estimates from two MCMC models
Dear Chris,
Thank you for your help with this. Greatly appreciated.
Thank you for your help with this. Greatly appreciated.
- Fri May 15, 2020 8:22 pm
- Forum: runmlwin user forum
- Topic: Comparing variance estimates from two MCMC models
- Replies: 9
- Views: 18727
Re: Comparing variance estimates from two MCMC models
Dear Chris,
Thank you for your answer.
Would it be possible for you to share a Stata code how I can use a bootstrapping approach in my MCMC example from the previous post?
I know it could have been potentially done through comparing scalars in a similar way that is described here:
https://www ...
Thank you for your answer.
Would it be possible for you to share a Stata code how I can use a bootstrapping approach in my MCMC example from the previous post?
I know it could have been potentially done through comparing scalars in a similar way that is described here:
https://www ...
- Tue May 05, 2020 6:48 pm
- Forum: runmlwin user forum
- Topic: Comparing variance estimates from two MCMC models
- Replies: 9
- Views: 18727
Comparing variance estimates from two MCMC models
I'd like to compare variance components from two models estimated with MCMC. Model 1 is an unconditional model and Model 2 includes Level 1 predictors. I need to calculate the relative percentage change in Level 1 variance between two models, such that this change also contains a standard error and ...