clear all set matsize 500 use "C:\Documents and Settings\Sorina\Desktop\LDA\Lab9\nepal.dta" edit tsset reg arm wt age sex predict armres, resid variogram armres graph display, scheme(s1mono) variogram armres edit variogram armres, incl(1.3) bw(.6) xtreg arm wt age sex, re di .657^2+.352^2 xtreg arm wt age sex, mle xtreg arm wt age sex, mle nolog ***AIC -2(LL-q) gen AIC_re=-2*(-606.83-3) xtregar arm wt age sex di e(ll) prais arm wt age sex di e(ll) gen AIC_ar=-2*(-527.86-2) di AIC_ar1-AIC_re di AIC_ar-AIC_re di AIC_re di AIC_ar gen LL_merear=-1208.6 gen AIC_merear=1208.6+2*4 di AIC_merear **LLR test *LLR=-2(LL0-LL1) *LLR=-2*(-606.83)+(-1208.6) from lecture 6 slide 29) di -2*(-606.83)+(-1208.6) di chi2tail(1, 5.06) * Fit a RE with GLLAMM (this command can fit random slopes too!!!) gllamm arm wt age sex, i(id) adapt