Panel analysis

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Panel analysis

Reddy, Colin

Dear Listers

 

I have economic developement and institutional type variables which are fairly static over a number of countries and a number of years. Thus I am assuming that the fixed effect specification is not adequate. I wish to find out if there is test in SPSS that determines whether I should go for random effects or a simple pooled OLS regression. Apparently STATA has a sort of LM test in this regard.  

 

Colin




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Re: Panel analysis

Bruce Weaver
Administrator
Have you looked at the documentation for MIXED?  I'm not sure what an LM test is, but with MIXED, you can get a likelihood ratio test on the change in model fit (for nested models) by using the change in 2-LL.  Change in -2LL = chi-square with df = difference in number of parameters.  (Bear in mind that it is crucial that the two models use exactly the same cases from the data file.)

HTH.

Reddy, Colin wrote
Dear Listers



I have economic developement and institutional type variables which are fairly static over a number of countries and a number of years. Thus I am assuming that the fixed effect specification is not adequate. I wish to find out if there is test in SPSS that determines whether I should go for random effects or a simple pooled OLS regression. Apparently STATA has a sort of LM test in this regard.


Colin

________________________________

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Bruce Weaver
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http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
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Re: Panel analysis

Ryan
In reply to this post by Reddy, Colin
Colin,

Note that you should generally use ML estimation instead of REML
estimation when conducting likelihood ratio tests.

Ryan

On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]> wrote:

> Dear Listers
>
>
>
> I have economic developement and institutional type variables which are
> fairly static over a number of countries and a number of years. Thus I am
> assuming that the fixed effect specification is not adequate. I wish to find
> out if there is test in SPSS that determines whether I should go for random
> effects or a simple pooled OLS regression. Apparently STATA has a sort of LM
> test in this regard.
>
>
>
> Colin
>
> ________________________________
> This email and all contents are subject to the following disclaimer:
>
> http://disclaimer.uj.ac.za
>

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Re: Panel analysis

Bruce Weaver
Administrator
I've read (in Jos Twisk's introductory book on multilevel models, I think) that ML and REML tend to yield better estimates of the fixed and random effects respectively.  The author reckoned that most folks are probably more interested in the fixed effects than the random effects, and therefore recommended ML estimation in most cases.  But I don't remember coming across this point about likelihood ratio tests.  Do you have a reference for that, Ryan?  Makes one wonder why REML is the default for MIXED.

Thanks,
Bruce


R B wrote
Colin,

Note that you should generally use ML estimation instead of REML
estimation when conducting likelihood ratio tests.

Ryan

On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]> wrote:
> Dear Listers
>
>
>
> I have economic developement and institutional type variables which are
> fairly static over a number of countries and a number of years. Thus I am
> assuming that the fixed effect specification is not adequate. I wish to find
> out if there is test in SPSS that determines whether I should go for random
> effects or a simple pooled OLS regression. Apparently STATA has a sort of LM
> test in this regard.
>
>
>
> Colin
>
> ________________________________
> This email and all contents are subject to the following disclaimer:
>
> http://disclaimer.uj.ac.za
>

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
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For a list of commands to manage subscriptions, send the command
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--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: Panel analysis

Ryan
Bruce,

As far as I'm aware, it is standard practice to fit mixed models by
employing restricted maximum likelihood estimation (hence REML is
default in SPSS and SAS). That said, for likelihood ratio tests, there
are certain circumstances under which ML is preferred, such as
conducting likelihood ratio tests on fixed effects. Now, if you were
testing for differences between random effects, then you could use
REML. I should have really made this point during my last post. Sorry.
Getting late here. I can write back with more details tomorrow and
perhaps references. Certainly interested in hearing if others
disagree.

Ryan

On Thu, Jul 21, 2011 at 9:33 PM, Bruce Weaver <[hidden email]> wrote:

> I've read (in Jos Twisk's introductory book on multilevel models, I think)
> that ML and REML tend to yield better estimates of the fixed and random
> effects respectively.  The author reckoned that most folks are probably more
> interested in the fixed effects than the random effects, and therefore
> recommended ML estimation in most cases.  But I don't remember coming across
> this point about likelihood ratio tests.  Do you have a reference for that,
> Ryan?  Makes one wonder why REML is the default for MIXED.
>
> Thanks,
> Bruce
>
>
>
> R B wrote:
>>
>> Colin,
>>
>> Note that you should generally use ML estimation instead of REML
>> estimation when conducting likelihood ratio tests.
>>
>> Ryan
>>
>> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]>
>> wrote:
>>> Dear Listers
>>>
>>>
>>>
>>> I have economic developement and institutional type variables which are
>>> fairly static over a number of countries and a number of years. Thus I am
>>> assuming that the fixed effect specification is not adequate. I wish to
>>> find
>>> out if there is test in SPSS that determines whether I should go for
>>> random
>>> effects or a simple pooled OLS regression. Apparently STATA has a sort of
>>> LM
>>> test in this regard.
>>>
>>>
>>>
>>> Colin
>>>
>>> ________________________________
>>> This email and all contents are subject to the following disclaimer:
>>>
>>> http://disclaimer.uj.ac.za
>>>
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p4621460.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
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Re: Panel analysis

Garry Gelade
In reply to this post by Bruce Weaver
Bruce,

Singer & Willet have a short but nice discussion of ML vs REML in their book
Applied Longitudinal Data Analysis p87 et seq.

In their chapter on selecting covariance structures they say "Because [each
model] has identical fixed effects we could have used either full or
restricted methods to comopare models. We chose restricted methods becuase
the obtained goodness-of-fit statistics then reflect only the fit of the
model's stochatsic portion whioch is our docus here."

HTH

Regards
Garruy Gelade

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Bruce Weaver
Sent: 22 July 2011 02:33
To: [hidden email]
Subject: Re: Panel analysis

I've read (in Jos Twisk's introductory book on multilevel models, I think)
that ML and REML tend to yield better estimates of the fixed and random
effects respectively.  The author reckoned that most folks are probably more
interested in the fixed effects than the random effects, and therefore
recommended ML estimation in most cases.  But I don't remember coming across
this point about likelihood ratio tests.  Do you have a reference for that,
Ryan?  Makes one wonder why REML is the default for MIXED.

Thanks,
Bruce



R B wrote:

>
> Colin,
>
> Note that you should generally use ML estimation instead of REML
> estimation when conducting likelihood ratio tests.
>
> Ryan
>
> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin &lt;[hidden email]&gt;
> wrote:
>> Dear Listers
>>
>>
>>
>> I have economic developement and institutional type variables which are
>> fairly static over a number of countries and a number of years. Thus I am
>> assuming that the fixed effect specification is not adequate. I wish to
>> find
>> out if there is test in SPSS that determines whether I should go for
>> random
>> effects or a simple pooled OLS regression. Apparently STATA has a sort of
>> LM
>> test in this regard.
>>
>>
>>
>> Colin
>>
>> ________________________________
>> This email and all contents are subject to the following disclaimer:
>>
>> http://disclaimer.uj.ac.za
>>
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>


-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context:
http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p46214
60.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
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[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
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For a list of commands to manage subscriptions, send the command
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=====================
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Reliability coefficients for continuous scores ranging between 0 and 100

E. Bernardo
In reply to this post by Ryan
Dear all,
 
I am posting a question regarding reliability analysis in behalf of my colleague.  His instrument has four subscales and each subscale has four items. The respondents are asked to use 0 to 100 to rate each item within each subscale such that the sum of the four items is 100.  Can we use the Cronbach alpha for the reliability at each subscale level? 
 
For your further info we tried to compute the cronbach alpha of the first subscale with n=42 using spss.  The alpha is negative and out of range.  Please see spss output below:
 
Thank you.
Eins.
 

Reliability Statistics

 

Cronbach's Alpha(a)

N of Items

-203.120

4

a  The value is negative due to a negative average covariance among items. This violates reliability model assumptions. You may want to check item codings.

 

                                        Item Statistics

 

 

Mean

Std. Deviation

N

ME_A

36.31

13.300

42

ME_B

20.76

8.453

42

ME_C

20.43

9.698

42

ME_C_A

22.86

10.250

42

 

                                                        Item-Total Statistics

 

 

Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item-Total Correlation

Cronbach's Alpha if Item Deleted

ME_A

64.05

177.120

-.992

-.791(a)

ME_B

79.60

72.491

-.980

-6.281(a)

ME_C

79.93

88.751

-.984

-4.473(a)

ME_C_A

77.50

114.939

-.988

-2.969(a)

a  The value is negative due to a negative average covariance among items. This violates reliability model assumptions. You may want to check item codings.

 

                                        Scale Statistics

 

Mean

Variance

Std. Deviation

N of Items

100.36

2.918

1.708

4

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Re: Reliability coefficients for continuous scores ranging between 0 and 100

Garry Gelade

Eins

 

Your four items are not independent because they sum to 100.  You are possibly getting a negative average covariance because a high average score on any three items necessarily leads to a low score on the remaining item.  Cronbach’s alpha is not appropriate for this kind of data.

 

Garry

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Eins Bernardo
Sent: 22 July 2011 10:36
To: [hidden email]
Subject: Reliability coefficients for continuous scores ranging between 0 and 100

 

Dear all,

 

I am posting a question regarding reliability analysis in behalf of my colleague.  His instrument has four subscales and each subscale has four items. The respondents are asked to use 0 to 100 to rate each item within each subscale such that the sum of the four items is 100.  Can we use the Cronbach alpha for the reliability at each subscale level? 

 

For your further info we tried to compute the cronbach alpha of the first subscale with n=42 using spss.  The alpha is negative and out of range.  Please see spss output below:

 

Thank you.

Eins.

 

Reliability Statistics

 

Cronbach's Alpha(a)

N of Items

-203.120

4

a  The value is negative due to a negative average covariance among items. This violates reliability model assumptions. You may want to check item codings.

 

                                        Item Statistics

 

Mean

Std. Deviation

N

ME_A

36.31

13.300

42

ME_B

20.76

8.453

42

ME_C

20.43

9.698

42

ME_C_A

22.86

10.250

42

 

                                                        Item-Total Statistics

 

Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item-Total Correlation

Cronbach's Alpha if Item Deleted

ME_A

64.05

177.120

-.992

-.791(a)

ME_B

79.60

72.491

-.980

-6.281(a)

ME_C

79.93

88.751

-.984

-4.473(a)

ME_C_A

77.50

114.939

-.988

-2.969(a)

a  The value is negative due to a negative average covariance among items. This violates reliability model assumptions. You may want to check item codings.

 

                                        Scale Statistics

 

Mean

Variance

Std. Deviation

N of Items

100.36

2.918

1.708

4

 

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Re: Panel analysis

Bruce Weaver
Administrator
In reply to this post by Garry Gelade
Thanks Garry.  I have that book, and really like it.  I guess that bit didn't sink in the first time I read it.  I'll have to look at it again, and add a bit to my notes.  Thanks to Ryan for his response too.

Cheers,
Bruce


Garry Gelade wrote
Bruce,

Singer & Willet have a short but nice discussion of ML vs REML in their book
Applied Longitudinal Data Analysis p87 et seq.

In their chapter on selecting covariance structures they say "Because [each
model] has identical fixed effects we could have used either full or
restricted methods to comopare models. We chose restricted methods becuase
the obtained goodness-of-fit statistics then reflect only the fit of the
model's stochatsic portion whioch is our docus here."

HTH

Regards
Garruy Gelade

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Bruce Weaver
Sent: 22 July 2011 02:33
To: [hidden email]
Subject: Re: Panel analysis

I've read (in Jos Twisk's introductory book on multilevel models, I think)
that ML and REML tend to yield better estimates of the fixed and random
effects respectively.  The author reckoned that most folks are probably more
interested in the fixed effects than the random effects, and therefore
recommended ML estimation in most cases.  But I don't remember coming across
this point about likelihood ratio tests.  Do you have a reference for that,
Ryan?  Makes one wonder why REML is the default for MIXED.

Thanks,
Bruce



R B wrote:
>
> Colin,
>
> Note that you should generally use ML estimation instead of REML
> estimation when conducting likelihood ratio tests.
>
> Ryan
>
> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]>
> wrote:
>> Dear Listers
>>
>>
>>
>> I have economic developement and institutional type variables which are
>> fairly static over a number of countries and a number of years. Thus I am
>> assuming that the fixed effect specification is not adequate. I wish to
>> find
>> out if there is test in SPSS that determines whether I should go for
>> random
>> effects or a simple pooled OLS regression. Apparently STATA has a sort of
>> LM
>> test in this regard.
>>
>>
>>
>> Colin
>>
>> ________________________________
>> This email and all contents are subject to the following disclaimer:
>>
>> http://disclaimer.uj.ac.za
>>
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>


-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context:
http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p46214
60.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
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command. To leave the list, send the command
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=====================
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command. To leave the list, send the command
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For a list of commands to manage subscriptions, send the command
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--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: Panel analysis

Swank, Paul R
In reply to this post by Ryan
As I understand it, REML has less unbiased estimates of random effects than ML but does not take into account fixed effects.\\Paul

Dr. Paul R. Swank,
Professor
Children's Learning Institute
University of Texas Health Science Center-Houston


-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of R B
Sent: Friday, July 22, 2011 12:49 AM
To: [hidden email]
Subject: Re: Panel analysis

Bruce,

As far as I'm aware, it is standard practice to fit mixed models by
employing restricted maximum likelihood estimation (hence REML is
default in SPSS and SAS). That said, for likelihood ratio tests, there
are certain circumstances under which ML is preferred, such as
conducting likelihood ratio tests on fixed effects. Now, if you were
testing for differences between random effects, then you could use
REML. I should have really made this point during my last post. Sorry.
Getting late here. I can write back with more details tomorrow and
perhaps references. Certainly interested in hearing if others
disagree.

Ryan

On Thu, Jul 21, 2011 at 9:33 PM, Bruce Weaver <[hidden email]> wrote:

> I've read (in Jos Twisk's introductory book on multilevel models, I think)
> that ML and REML tend to yield better estimates of the fixed and random
> effects respectively.  The author reckoned that most folks are probably more
> interested in the fixed effects than the random effects, and therefore
> recommended ML estimation in most cases.  But I don't remember coming across
> this point about likelihood ratio tests.  Do you have a reference for that,
> Ryan?  Makes one wonder why REML is the default for MIXED.
>
> Thanks,
> Bruce
>
>
>
> R B wrote:
>>
>> Colin,
>>
>> Note that you should generally use ML estimation instead of REML
>> estimation when conducting likelihood ratio tests.
>>
>> Ryan
>>
>> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]>
>> wrote:
>>> Dear Listers
>>>
>>>
>>>
>>> I have economic developement and institutional type variables which are
>>> fairly static over a number of countries and a number of years. Thus I am
>>> assuming that the fixed effect specification is not adequate. I wish to
>>> find
>>> out if there is test in SPSS that determines whether I should go for
>>> random
>>> effects or a simple pooled OLS regression. Apparently STATA has a sort of
>>> LM
>>> test in this regard.
>>>
>>>
>>>
>>> Colin
>>>
>>> ________________________________
>>> This email and all contents are subject to the following disclaimer:
>>>
>>> http://disclaimer.uj.ac.za
>>>
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p4621460.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>

=====================
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=====================
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Re: Reliability coefficients for continuous scores ranging between 0 and 100

Rich Ulrich
In reply to this post by Garry Gelade
 - and that is a secondary reason why it is generally a bad
idea to elicit data scores as forced rankings, or other methods
that add up to a fixed sum.

(The main reason is that you don't ask for any anchor of
absolute good or bad, which you usually want to know.)

--
Rich Ulrich


Date: Fri, 22 Jul 2011 11:09:15 +0100
From: [hidden email]
Subject: Re: Reliability coefficients for continuous scores ranging between 0 and 100
To: [hidden email]

Eins

 

Your four items are not independent because they sum to 100.  You are possibly getting a negative average covariance because a high average score on any three items necessarily leads to a low score on the remaining item.  Cronbach’s alpha is not appropriate for this kind of data.

 

Garry

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Eins Bernardo
Sent: 22 July 2011 10:36
To: [hidden email]
Subject: Reliability coefficients for continuous scores ranging between 0 and 100

 

Dear all,

 

I am posting a question regarding reliability analysis in behalf of my colleague.  His instrument has four subscales and each subscale has four items. The respondents are asked to use 0 to 100 to rate each item within each subscale such that the sum of the four items is 100.  Can we use the Cronbach alpha for the reliability at each subscale level? 

 

For your further info we tried to compute the cronbach alpha of the first subscale with n=42 using spss.  The alpha is negative and out of range.  Please see spss output below:

 

Thank you.

Eins.

 

[snip, table]

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Re: Panel analysis

Ryan
In reply to this post by Bruce Weaver
Bruce,

Below are a couple excerpts from the Mixed Models Theory section in
the SAS 9.2 User's Guide.

Regarding random effects comparison of nested models:

"A better alternative is the likelihood ratio  statistic. This
statistic compares two covariance models, one a special case of the
other. To compute it, you must run PROC MIXED twice, once for each of
the two models, and then subtract the corresponding values of times
the log likelihoods. You can use either ML or REML to construct this
statistic, which tests whether the full model is necessary beyond the
reduced model."

Regarding fixed effects comparison of nested models:

"An alternative is the  statistic associated with the likelihood ratio
test. This statistic compares two fixed-effects models, one a special
case of the other. It is computed just as when comparing different
covariance models, although you should use ML and not REML here
because the penalty term associated with restricted likelihoods
depends upon the fixed-effects specification."

HTH,

Ryan

On Fri, Jul 22, 2011 at 7:19 AM, Bruce Weaver <[hidden email]> wrote:

> Thanks Garry.  I have that book, and really like it.  I guess that bit didn't
> sink in the first time I read it.  I'll have to look at it again, and add a
> bit to my notes.  Thanks to Ryan for his response too.
>
> Cheers,
> Bruce
>
>
>
> Garry Gelade wrote:
>>
>> Bruce,
>>
>> Singer & Willet have a short but nice discussion of ML vs REML in their
>> book
>> Applied Longitudinal Data Analysis p87 et seq.
>>
>> In their chapter on selecting covariance structures they say "Because
>> [each
>> model] has identical fixed effects we could have used either full or
>> restricted methods to comopare models. We chose restricted methods becuase
>> the obtained goodness-of-fit statistics then reflect only the fit of the
>> model's stochatsic portion whioch is our docus here."
>>
>> HTH
>>
>> Regards
>> Garruy Gelade
>>
>> -----Original Message-----
>> From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
>> Bruce Weaver
>> Sent: 22 July 2011 02:33
>> To: [hidden email]
>> Subject: Re: Panel analysis
>>
>> I've read (in Jos Twisk's introductory book on multilevel models, I think)
>> that ML and REML tend to yield better estimates of the fixed and random
>> effects respectively.  The author reckoned that most folks are probably
>> more
>> interested in the fixed effects than the random effects, and therefore
>> recommended ML estimation in most cases.  But I don't remember coming
>> across
>> this point about likelihood ratio tests.  Do you have a reference for
>> that,
>> Ryan?  Makes one wonder why REML is the default for MIXED.
>>
>> Thanks,
>> Bruce
>>
>>
>>
>> R B wrote:
>>>
>>> Colin,
>>>
>>> Note that you should generally use ML estimation instead of REML
>>> estimation when conducting likelihood ratio tests.
>>>
>>> Ryan
>>>
>>> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]>
>>> wrote:
>>>> Dear Listers
>>>>
>>>>
>>>>
>>>> I have economic developement and institutional type variables which are
>>>> fairly static over a number of countries and a number of years. Thus I
>>>> am
>>>> assuming that the fixed effect specification is not adequate. I wish to
>>>> find
>>>> out if there is test in SPSS that determines whether I should go for
>>>> random
>>>> effects or a simple pooled OLS regression. Apparently STATA has a sort
>>>> of
>>>> LM
>>>> test in this regard.
>>>>
>>>>
>>>>
>>>> Colin
>>>>
>>>> ________________________________
>>>> This email and all contents are subject to the following disclaimer:
>>>>
>>>> http://disclaimer.uj.ac.za
>>>>
>>>
>>> =====================
>>> To manage your subscription to SPSSX-L, send a message to
>>> [hidden email] (not to SPSSX-L), with no body text except the
>>> command. To leave the list, send the command
>>> SIGNOFF SPSSX-L
>>> For a list of commands to manage subscriptions, send the command
>>> INFO REFCARD
>>>
>>
>>
>> -----
>> --
>> Bruce Weaver
>> [hidden email]
>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>
>> "When all else fails, RTFM."
>>
>> NOTE: My Hotmail account is not monitored regularly.
>> To send me an e-mail, please use the address shown above.
>>
>> --
>> View this message in context:
>> http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p46214
>> 60.html
>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p4622697.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>

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Re: Reliability coefficients for continuous scores ranging between 0 and 100

E. Bernardo
In reply to this post by Rich Ulrich
Thank you for your comments,  Garry and Rich,

My friend didn't anticipate that Cronbach alpha is not the appropriate for his forced ranking questionnaire.  The data were already gathered and no other choice but to use the data.  Can you suggest an alternative?

Thank you.

--- On Fri, 7/22/11, Rich Ulrich <[hidden email]> wrote:

From: Rich Ulrich <[hidden email]>
Subject: Re: Reliability coefficients for continuous scores ranging between 0 and 100
To: [hidden email]
Date: Friday, 22 July, 2011, 7:49 PM

 - and that is a secondary reason why it is generally a bad
idea to elicit data scores as forced rankings, or other methods
that add up to a fixed sum.

(The main reason is that you don't ask for any anchor of
absolute good or bad, which you usually want to know.)

--
Rich Ulrich


Date: Fri, 22 Jul 2011 11:09:15 +0100
From: [hidden email]
Subject: Re: Reliability coefficients for continuous scores ranging between 0 and 100
To: [hidden email]

Eins

 

Your four items are not independent because they sum to 100.  You are possibly getting a negative average covariance because a high average score on any three items necessarily leads to a low score on the remaining item.  Cronbach’s alpha is not appropriate for this kind of data.

 

Garry

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Eins Bernardo
Sent: 22 July 2011 10:36
To: [hidden email]
Subject: Reliability coefficients for continuous scores ranging between 0 and 100

 

Dear all,

 

I am posting a question regarding reliability analysis in behalf of my colleague.  His instrument has four subscales and each subscale has four items. The respondents are asked to use 0 to 100 to rate each item within each subscale such that the sum of the four items is 100.  Can we use the Cronbach alpha for the reliability at each subscale level? 

 

For your further info we tried to compute the cronbach alpha of the first subscale with n=42 using spss.  The alpha is negative and out of range.  Please see spss output below:

 

Thank you.

Eins.

 

[snip, table]

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Re: Reliability coefficients for continuous scores ranging between 0 and 100

Rich Ulrich
This is another illustration of the saying, that the time to plan
your statistics is BEFORE you collect the data.

I can't say whether you have any form of reliability possible,
if you just have four assessments that add up to 100.

I will add some detail here - Cronbach's alpha gives "internal
reliability" by estimating the reliability of the TOTAL score, using
the cor relations among the items.  Since your total is always
100, it is meaningless as a measure for individuals; so alpha
has no meaning for it.

If one item is usually very large (more than half?), you might
look at the correlations among the others.  Or their alpha.
If it is good, then you have "something", but it doesn't sound
like you necessarily have any "latent factor" -- in which case,
alpha can't be useful at all.

Are there any two measures that should correlate?
Pairwise correlations, while controlling for the largest one out?
(partial correlation - a*b partialing c,d.)

Other forms of reliability exist, which use other pieces of information.
If an item predicts something well, that is Predictive reliability.
If an item correlates with similar measures, that is convergent
reliability.  - Test-retest is *always* nice, even when there may
be time or treatment intervening.

--
Rich Ulrich



Date: Sat, 23 Jul 2011 12:40:53 +0800
From: [hidden email]
Subject: Re: Reliability coefficients for continuous scores ranging between 0 and 100
To: [hidden email]

Thank you for your comments,  Garry and Rich,

My friend didn't anticipate that Cronbach alpha is not the appropriate for his forced ranking questionnaire.  The data were already gathered and no other choice but to use the data.  Can you suggest an alternative?

Thank you.


 

[snip, rest]

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Thread for Spss 19.0 quirks?

parisec
In reply to this post by Ryan
Can someone point me to a thread that may contain any strange quirks in SPSS 19.0. and potential fixes.

So far, i've found these:

1) Processing time - A simple frequency table with 1000 cases has a delay in processing. I quiver to think what is going to happen when i try to run a mixed model with 14,000 cases

2) Print preview - some charts don't show up in print preview or can't be printed in SPSS.  i had to export them to Word.


There may be others that i haven't discovered yet but since I am late to the party on upgrading I suspect that these issues have been discussed previously and i ignored them. My search of the archives has not found these issues.

Thank you.

Carol

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Re: Panel analysis

Bruce Weaver
Administrator
In reply to this post by Ryan
Thanks Ryan, and thank you again to Garry.  I finally got around to revisiting Singer & Willett's discussion of this (starting on p. 87).  Here is a nice excerpt from the final paragraph in that section.

"An important issue is that goodness-of-fit statistics computed using the two methods (introduced in section 4.6) refer to different portions of the model. Under FML [i.e., full maximum likelihood, or ML in SPSS], they describe the fit of the entire model; under RML [restricted ML, or REML in SPSS], they describe the fit of only the stochastic portion (the random effects).  This means that the goodness-of-fit statistics from FML can be used to test hypotheses about any type of parameter, either a fixed effect or a variance component, but those from RML can be used only to test hypotheses about variance components (not the fixed effects). This distinction has profound implications for hypothesis testing as a component of model building and data analysis (as we will soon describe). When we compare models that differ only in their variance components, we can use either method. When we compare models that differ in both fixed effects and variance components, we must use full information methods."  (p. 90)

For completeness, I would add that when comparing models that differ only in fixed effects, we must use ML rather than REML.  



R B wrote
Bruce,

Below are a couple excerpts from the Mixed Models Theory section in
the SAS 9.2 User's Guide.

Regarding random effects comparison of nested models:

"A better alternative is the likelihood ratio  statistic. This
statistic compares two covariance models, one a special case of the
other. To compute it, you must run PROC MIXED twice, once for each of
the two models, and then subtract the corresponding values of times
the log likelihoods. You can use either ML or REML to construct this
statistic, which tests whether the full model is necessary beyond the
reduced model."

Regarding fixed effects comparison of nested models:

"An alternative is the  statistic associated with the likelihood ratio
test. This statistic compares two fixed-effects models, one a special
case of the other. It is computed just as when comparing different
covariance models, although you should use ML and not REML here
because the penalty term associated with restricted likelihoods
depends upon the fixed-effects specification."

HTH,

Ryan

On Fri, Jul 22, 2011 at 7:19 AM, Bruce Weaver <[hidden email]> wrote:
> Thanks Garry.  I have that book, and really like it.  I guess that bit didn't
> sink in the first time I read it.  I'll have to look at it again, and add a
> bit to my notes.  Thanks to Ryan for his response too.
>
> Cheers,
> Bruce
>
>
>
> Garry Gelade wrote:
>>
>> Bruce,
>>
>> Singer & Willet have a short but nice discussion of ML vs REML in their
>> book
>> Applied Longitudinal Data Analysis p87 et seq.
>>
>> In their chapter on selecting covariance structures they say "Because
>> [each
>> model] has identical fixed effects we could have used either full or
>> restricted methods to comopare models. We chose restricted methods becuase
>> the obtained goodness-of-fit statistics then reflect only the fit of the
>> model's stochatsic portion whioch is our docus here."
>>
>> HTH
>>
>> Regards
>> Garruy Gelade
>>
>> -----Original Message-----
>> From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
>> Bruce Weaver
>> Sent: 22 July 2011 02:33
>> To: [hidden email]
>> Subject: Re: Panel analysis
>>
>> I've read (in Jos Twisk's introductory book on multilevel models, I think)
>> that ML and REML tend to yield better estimates of the fixed and random
>> effects respectively.  The author reckoned that most folks are probably
>> more
>> interested in the fixed effects than the random effects, and therefore
>> recommended ML estimation in most cases.  But I don't remember coming
>> across
>> this point about likelihood ratio tests.  Do you have a reference for
>> that,
>> Ryan?  Makes one wonder why REML is the default for MIXED.
>>
>> Thanks,
>> Bruce
>>
>>
>>
>> R B wrote:
>>>
>>> Colin,
>>>
>>> Note that you should generally use ML estimation instead of REML
>>> estimation when conducting likelihood ratio tests.
>>>
>>> Ryan
>>>
>>> On Wed, Jul 20, 2011 at 8:38 AM, Reddy, Colin <[hidden email]>
>>> wrote:
>>>> Dear Listers
>>>>
>>>>
>>>>
>>>> I have economic developement and institutional type variables which are
>>>> fairly static over a number of countries and a number of years. Thus I
>>>> am
>>>> assuming that the fixed effect specification is not adequate. I wish to
>>>> find
>>>> out if there is test in SPSS that determines whether I should go for
>>>> random
>>>> effects or a simple pooled OLS regression. Apparently STATA has a sort
>>>> of
>>>> LM
>>>> test in this regard.
>>>>
>>>>
>>>>
>>>> Colin
>>>>
>>>> ________________________________
>>>> This email and all contents are subject to the following disclaimer:
>>>>
>>>> http://disclaimer.uj.ac.za
>>>>
>>>
>>> =====================
>>> To manage your subscription to SPSSX-L, send a message to
>>> [hidden email] (not to SPSSX-L), with no body text except the
>>> command. To leave the list, send the command
>>> SIGNOFF SPSSX-L
>>> For a list of commands to manage subscriptions, send the command
>>> INFO REFCARD
>>>
>>
>>
>> -----
>> --
>> Bruce Weaver
>> [hidden email]
>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>
>> "When all else fails, RTFM."
>>
>> NOTE: My Hotmail account is not monitored regularly.
>> To send me an e-mail, please use the address shown above.
>>
>> --
>> View this message in context:
>> http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p46214
>> 60.html
>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Panel-analysis-tp4615758p4622697.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD
>

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: Thread for Spss 19.0 quirks?

ariel barak
In reply to this post by parisec
Hi Carol,

I can't speak to the issues you've listed, but have you installed the
updates and fixes to SPSS 19.0? See the link below.

http://www-947.ibm.com/support/entry/portal/Recommended_fix/Software/Information_Management/SPSS_Statistics

You should install SPSS Statistics 19.0 Fix Pack 1 and then install
SPSS Statistics 19.0 Fix Pack 1 Interim Fix 3. The second of the files
above was released 4/15/2011. After that, let the list know whether
you're having the same issues.

Hope this helps,
Ariel

On Mon, Jul 25, 2011 at 1:41 PM, Parise, Carol A.
<[hidden email]> wrote:

>
> Can someone point me to a thread that may contain any strange quirks in SPSS 19.0. and potential fixes.
>
> So far, i've found these:
>
> 1) Processing time - A simple frequency table with 1000 cases has a delay in processing. I quiver to think what is going to happen when i try to run a mixed model with 14,000 cases
>
> 2) Print preview - some charts don't show up in print preview or can't be printed in SPSS.  i had to export them to Word.
>
>
> There may be others that i haven't discovered yet but since I am late to the party on upgrading I suspect that these issues have been discussed previously and i ignored them. My search of the archives has not found these issues.
>
> Thank you.
>
> Carol
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD

=====================
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[hidden email] (not to SPSSX-L), with no body text except the
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For a list of commands to manage subscriptions, send the command
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