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  • mixed - which covariance structure to choose for random slopes model?

    Dear all,

    I want to investigate which child in a sibling group takes over the care of a parent. The focus is on gender (of both the caregiving child and the siblings), but other characteristics of the children and siblings (e.g., education, employment status, own children, spatial proximity to the parent) will also be examined as influencing factors. To do so, I use a multilevel design that first includes characteristics of the child (individual level), then characteristics of sliblings and the parent (contextual level), and finally cross-level interactions between child gender and sibling characteristics.

    So far I have computed a null model (with the dependent variable only) and a random intercept model with additional independent individual-level variables. The next step is to test random slopes, assuming that some effects of the individual-level variables vary across families. I chose child gender as one of these variables, resulting in the following command:
    Code:
    mixed ch_helpfreq_abs i.ch_female i.ch_employment i.ch_partner c.ch_nrkids_z i.ch_proximity i.ch_educhigh i.transfer_childpar i.transfer_parchild c.ch_age_z i.ch_birthorder_yn || mergeid: ch_female if sample_mixedsibship==1
    However, I just don't know which covariance structure is the right one. The literature tells me that I should use covariance(unstructured) if I assume that the slope in a family is related to the family-specific intercept (i.e., it is plausible that, for example, the effect of a variable is particularly high (or low) in those families that have a high overall level of the dependent variable (intercept)). I am not sure of this assumption, and comparing the covariance(unstructured) and covariance(independent) options I get the following results (the first model is the random intercept model, second and third are the random slopes models):
    Code:
    * Random Intercept Model
    . mixed ch_helpfreq_abs i.ch_female i.ch_employment i.ch_partner c.ch_nrkids_z i.ch_proximity i.ch_educhigh i.transfer_childpar i.transfer_parchild c.ch_age_z i.ch_birthorder_yn || mergeid: if sample_mixedsibship==1
    
    Performing EM optimization:
    
    Performing gradient-based optimization:
    
    Iteration 0:   log likelihood = -7389.1406  
    Iteration 1:   log likelihood =  -7387.197  
    Iteration 2:   log likelihood =  -7387.183  
    Iteration 3:   log likelihood = -7387.1829  
    
    Computing standard errors:
    
    Mixed-effects ML regression                     Number of obs     =      1,594
    Group variable: mergeid                         Number of groups  =        610
    
                                                    Obs per group:
                                                                  min =          2
                                                                  avg =        2.6
                                                                  max =          7
    
                                                    Wald chi2(12)     =      42.99
    Log likelihood = -7387.1829                     Prob > chi2       =     0.0000
    
    -------------------------------------------------------------------------------
    ch_helpfreq~s |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    --------------+----------------------------------------------------------------
        ch_female |
          1. Yes  |   .0599162   1.368017     0.04   0.965    -2.621349    2.741181
                  |
    ch_employment |
    Employed p..  |  -1.086707   2.433934    -0.45   0.655    -5.857131    3.683717
    Employed f..  |  -.3078154   1.989507    -0.15   0.877    -4.207177    3.591546
                  |
       ch_partner |
          1. Yes  |  -1.500792   1.598286    -0.94   0.348    -4.633374    1.631791
      ch_nrkids_z |  -.1023356   .6575589    -0.16   0.876    -1.391127    1.186456
                  |
     ch_proximity |
    Lives up t..  |  -6.213011   1.861449    -3.34   0.001    -9.861383   -2.564639
    Lives more..  |  -9.550823   1.933551    -4.94   0.000    -13.34051   -5.761132
                  |
      ch_educhigh |
          1. Yes  |   2.241788   1.390524     1.61   0.107    -.4835893    4.967164
                  |
    transfer_ch~r |
          1. Yes  |   7.237481   4.610893     1.57   0.116    -1.799704    16.27467
                  |
    transfer_pa~d |
          1. Yes  |   2.592943   1.704474     1.52   0.128    -.7477638     5.93365
         ch_age_z |   .2604631   .0763616     3.41   0.001     .1107971     .410129
                  |
    ch_birthord~n |
          1. Yes  |  -2.187632   1.277946    -1.71   0.087     -4.69236    .3170947
            _cons |   10.57548   2.571127     4.11   0.000     5.536166     15.6148
    -------------------------------------------------------------------------------
    
    ------------------------------------------------------------------------------
      Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf. Interval]
    -----------------------------+------------------------------------------------
    mergeid: Identity            |
                      var(_cons) |   56.34965   26.61961      22.32457    142.2326
    -----------------------------+------------------------------------------------
                   var(Residual) |   568.7814   30.22118      512.5289     631.208
    ------------------------------------------------------------------------------
    LR test vs. linear model: chibar2(01) = 4.37          Prob >= chibar2 = 0.0183
    
    .
    Code:
    * Random Slopes Model (covariance independent)
    . mixed ch_helpfreq_abs i.ch_female i.ch_employment i.ch_partner c.ch_nrkids_z i.ch_proximity i.ch_educhigh i.transfer_childpar i.transfer_parchild c.ch_age_z i.ch_birthorder_yn || mergeid: ch_female if sample_mixedsibship==1
    
    Performing EM optimization:
    
    Performing gradient-based optimization:
    
    Iteration 0:   log likelihood = -7415.2834  
    Iteration 1:   log likelihood = -7413.7116  
    Iteration 2:   log likelihood = -7387.8262  
    Iteration 3:   log likelihood = -7387.1909  
    Iteration 4:   log likelihood =  -7387.183  
    Iteration 5:   log likelihood = -7387.1829  
    
    Computing standard errors:
    
    Mixed-effects ML regression                     Number of obs     =      1,594
    Group variable: mergeid                         Number of groups  =        610
    
                                                    Obs per group:
                                                                  min =          2
                                                                  avg =        2.6
                                                                  max =          7
    
                                                    Wald chi2(12)     =      42.99
    Log likelihood = -7387.1829                     Prob > chi2       =     0.0000
    
    -------------------------------------------------------------------------------
    ch_helpfreq~s |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    --------------+----------------------------------------------------------------
        ch_female |
          1. Yes  |   .0599162   1.368018     0.04   0.965    -2.621349    2.741181
                  |
    ch_employment |
    Employed p..  |  -1.086709   2.433934    -0.45   0.655    -5.857132    3.683715
    Employed f..  |   -.307816   1.989507    -0.15   0.877    -4.207178    3.591545
                  |
       ch_partner |
          1. Yes  |  -1.500791   1.598286    -0.94   0.348    -4.633374    1.631791
      ch_nrkids_z |  -.1023359   .6575589    -0.16   0.876    -1.391128    1.186456
                  |
     ch_proximity |
    Lives up t..  |  -6.213011   1.861449    -3.34   0.001    -9.861383   -2.564639
    Lives more..  |  -9.550823   1.933551    -4.94   0.000    -13.34051   -5.761132
                  |
      ch_educhigh |
          1. Yes  |   2.241787   1.390524     1.61   0.107    -.4835896    4.967164
                  |
    transfer_ch~r |
          1. Yes  |   7.237477   4.610892     1.57   0.116    -1.799706    16.27466
                  |
    transfer_pa~d |
          1. Yes  |   2.592943   1.704473     1.52   0.128    -.7477631     5.93365
         ch_age_z |   .2604631   .0763615     3.41   0.001     .1107972    .4101289
                  |
    ch_birthord~n |
          1. Yes  |  -2.187632   1.277946    -1.71   0.087    -4.692359    .3170957
            _cons |   10.57548   2.571127     4.11   0.000     5.536165     15.6148
    -------------------------------------------------------------------------------
    
    ------------------------------------------------------------------------------
      Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf. Interval]
    -----------------------------+------------------------------------------------
    mergeid: Independent         |
                   var(ch_fem~e) |   3.86e-12   6.57e-12      1.37e-13    1.09e-10
                      var(_cons) |    56.3494   26.61937      22.32456    142.2314
    -----------------------------+------------------------------------------------
                   var(Residual) |   568.7816   30.22114      512.5291    631.2081
    ------------------------------------------------------------------------------
    LR test vs. linear model: chi2(2) = 4.37                  Prob > chi2 = 0.1123
    
    Note: LR test is conservative and provided only for reference.
    
    .
    Code:
    * Random Slopes Model (covariance unstructured)
    . mixed ch_helpfreq_abs i.ch_female i.ch_employment i.ch_partner c.ch_nrkids_z i.ch_proximity i.ch_educhigh i.transfer_childpar i.transfer_parchild c.ch_age_z i.ch_birthorder_yn || mergeid: ch_female if sample_mixedsibship==1, covariance(unstructured)
    
    Performing EM optimization:
    
    Performing gradient-based optimization:
    
    Iteration 0:   log likelihood = -7367.5075  
    Iteration 1:   log likelihood = -7367.1975  
    Iteration 2:   log likelihood = -7367.1972  
    
    Computing standard errors:
    
    Mixed-effects ML regression                     Number of obs     =      1,594
    Group variable: mergeid                         Number of groups  =        610
    
                                                    Obs per group:
                                                                  min =          2
                                                                  avg =        2.6
                                                                  max =          7
    
                                                    Wald chi2(12)     =      38.61
    Log likelihood = -7367.1972                     Prob > chi2       =     0.0001
    
    -------------------------------------------------------------------------------
    ch_helpfreq~s |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    --------------+----------------------------------------------------------------
        ch_female |
          1. Yes  |   .2128865   1.535286     0.14   0.890    -2.796218    3.221991
                  |
    ch_employment |
    Employed p..  |  -.8553566   2.245717    -0.38   0.703    -5.256881    3.546168
    Employed f..  |   .0740456   1.862312     0.04   0.968     -3.57602    3.724111
                  |
       ch_partner |
          1. Yes  |  -1.587934    1.48168    -1.07   0.284    -4.491974    1.316106
      ch_nrkids_z |  -.1332578   .6052143    -0.22   0.826    -1.319456     1.05294
                  |
     ch_proximity |
    Lives up t..  |  -6.412381    1.75511    -3.65   0.000    -9.852333   -2.972429
    Lives more..  |  -8.642698   1.832243    -4.72   0.000    -12.23383   -5.051568
                  |
      ch_educhigh |
          1. Yes  |   2.098393   1.354806     1.55   0.121    -.5569777    4.753763
                  |
    transfer_ch~r |
          1. Yes  |    7.01759   4.670133     1.50   0.133    -2.135702    16.17088
                  |
    transfer_pa~d |
          1. Yes  |   1.976084   1.718355     1.15   0.250     -1.39183    5.343998
         ch_age_z |   .2672349   .0804098     3.32   0.001     .1096345    .4248353
                  |
    ch_birthord~n |
          1. Yes  |  -2.104678   1.177986    -1.79   0.074    -4.413489    .2041318
            _cons |   10.37321   2.514511     4.13   0.000     5.444861    15.30156
    -------------------------------------------------------------------------------
    
    ------------------------------------------------------------------------------
      Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf. Interval]
    -----------------------------+------------------------------------------------
    mergeid: Unstructured        |
                   var(ch_fem~e) |   776.4265   93.19707        613.66    982.3651
                      var(_cons) |   462.2535   48.25712        376.72    567.2072
             cov(ch_fem~e,_cons) |  -426.8151   54.35742     -533.3536   -320.2765
    -----------------------------+------------------------------------------------
                   var(Residual) |   261.2165   24.53399      217.2972    314.0127
    ------------------------------------------------------------------------------
    LR test vs. linear model: chi2(3) = 44.34                 Prob > chi2 = 0.0000
    
    Note: LR test is conservative and provided only for reference.
    
    .
    Does anyone have any advice or idea which covariance structure to choose? LR tests (comparison with random intercept model) show the following (which I'm also not quite sure how to interpret):
    Code:
    *Comparison: Model with covariance(independent)
    . lrtest femrand2 ri
    
    Likelihood-ratio test                                 LR chi2(1)  =     -0.00
    (Assumption: ri nested in femrand2)                   Prob > chi2 =    1.0000
    
    Note: The reported degrees of freedom assumes the null hypothesis is not on
          the boundary of the parameter space.  If this is not true, then the
          reported test is conservative.
    Code:
    *Comparison: Model with covariance(unstructured)
    . lrtest femrand1 ri      
    
    Likelihood-ratio test                                 LR chi2(2)  =     39.97
    (Assumption: ri nested in femrand1)                   Prob > chi2 =    0.0000
    
    Note: The reported degrees of freedom assumes the null hypothesis is not on
          the boundary of the parameter space.  If this is not true, then the
          reported test is conservative.
    I would appreciate any advice, hint or literature! Thank you!
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