Hi,
I am trying to replicate the results of an interesting paper by John antonakis. And they
estimated a few models with mixed command of stata. Do we have ML estimator to replicate
models 7 and 8.
*7 MLE RE with Level 1 predictor, its cluster mean, and Level 2 predictor
mixed y x x_cl z || lead_n:
est store one
*compare above estimate with below using likelihood ratio test
mixed y x z || lead_n:
est store two
lrtest one two
*8 ML RE with cluster-mean centered Level 1 predictor and Level 2
*predictor
gen x_grp_cen = x - x_cl
mixed y x_grp_cen x_cl z || lead_n:
Datafile:
https://www.dropbox.com/scl/fi/fqqenv2jlf5sxp1qe5a0o/antonakis_randomeffe...
Paper:
https://www.dropbox.com/scl/fi/zgqu5mv2doavbv66m3ako/antonakis2019_orm_ra...
do file:
https://www.dropbox.com/scl/fi/8aknnw6lg5qd6p425ox96/antonakis_random-eff...