I’m trying to estimate an empty 3-level logistic regression model (e.g.,: years nested in subject and subject nested in schools). The variance estimates between the SAS procedure GLIMMIX and the Stata procedure GLLMM are very different. Since I'm much more familiar with Stata, I assume that my Stata estimates are correct and that something in GLIMMIX is not correctly specified (please find results and code below).
Can anyone help?
Are there any known problems with the variance estimation in Proc Glimmix?
Thank you very much,
Micha
SAS results:
Level 2 variance: 0.27 (0.05)
Level 3 variance: 3.04 (0.17)
STATA results:
Level 2 variance: 1.40 (0.13)
Level 3 variance: .4.44 (0.26)
SAS code I’m using:
PROC GLIMMIX DATA=TEMP3 NOCLPRINT;
CLASS SUBJECTID SCHOOLID;
MODEL Y1= /SOLUTION DIST=BINOMIAL LINK=LOGIT DDFM=BW;
RANDOM INTERCEPT /SUB=SCHOOLID;
RANDOM INTERCEPT /SUB=SUBJECTID(SCHOOLID);
RUN;
STATA code I’m using:
gllmm y1 family(binomial) link(logit) i(subjectid schoolid)