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  • xthybrid -----------------------assumption of orthogonality not met !!?


    Dear community members,

    With reference to thread https://www.statalist.org/forums/for...-of-i-category .

    I have estimated using xthybrid

    Code:
    . xthybrid Positive_disc01    stud_SCST stud_OBC    Teach_SCST  Teach_OBC Teach_nature_1 Teach_nature_2 Teach_gender_1   course1_
    > com course1_eco course1_eng course1_hin course1_his course1_mat course1_pol   sem_1 sem_2 sem_3  attendence_percent , clusterid
    >  (group_teacher_paper) se test  p star
    
    The variable 'Teach_SCST' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_SCST' is within clusters]
    The variable 'Teach_OBC' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_OBC' is within clusters]
    The variable 'Teach_nature_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_nature_1' is within clusters]
    The variable 'Teach_nature_2' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_nature_2' is within clusters]
    The variable 'Teach_gender_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_gender_1' is within clusters]
    The variable 'course1_com' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'course1_com' is within clusters]
    The variable 'sem_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_1' is within clusters]
    The variable 'sem_2' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_2' is within clusters]
    The variable 'sem_3' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_3' is within clusters]
    
    Hybrid model. Family: gaussian. Link: identity.
    
    +--------------------------------------+
    |             Variable |     model     |
    |----------------------+---------------|
    | Positive_disc01      |               |
    |        R__Teach_SCST |    -0.0356    |
    |         R__Teach_OBC |     0.0240    |
    |    R__Teach_nature_1 |     0.0118    |
    |    R__Teach_nature_2 |  (omitted)    |
    |    R__Teach_gender_1 |    -0.0540    |
    |       R__course1_com |    -0.3539**  |
    |             R__sem_1 |    -0.1937**  |
    |             R__sem_2 |    -0.1524*   |
    |             R__sem_3 |    -0.0967*   |
    |         W__stud_SCST |    -0.0297**  |
    |          W__stud_OBC |    -0.0224*   |
    |       W__course1_eco |     0.0318    |
    |       W__course1_eng |     0.0765    |
    |       W__course1_hin |     0.0723    |
    |       W__course1_his |    -0.0204    |
    |       W__course1_mat |     0.0190    |
    |       W__course1_pol |  (omitted)    |
    | W__attendence_perc~t |     0.0016*** |
    |         B__stud_SCST |     0.0838    |
    |          B__stud_OBC |    -0.4088    |
    |       B__course1_eco |    -0.2559*   |
    |       B__course1_eng |    -0.5010*** |
    |       B__course1_hin |    -0.1966*** |
    |       B__course1_his |    -0.3835*** |
    |       B__course1_mat |    -0.2841*   |
    |       B__course1_pol |  (omitted)    |
    | B__attendence_perc~t |     0.0068*** |
    |                _cons |     0.5530**  |
    |----------------------+---------------|
    |   var(_cons[group~r])|               |
    |                _cons |     0.0442*** |
    |----------------------+---------------|
    | var(e.Positive_di~01)|               |
    |                _cons |     0.1664*** |
    |----------------------+---------------|
    | Statistics           |               |
    |                   ll | -5530.5953    |
    |                 chi2 |   208.1611    |
    |                    p |     0.0000    |
    |                  aic | 11115.1906    |
    |                  bic | 11310.1144    |
    +--------------------------------------+
       Legend: * p<.05; ** p<.01; *** p<.001
    Level 1: 10091 units. Level 2: 201 units.
    
    Tests of the random effects assumption:
      _b[B__stud_SCST] = _b[W__stud_SCST]; p-value: 0.7050
      _b[B__stud_OBC] = _b[W__stud_OBC]; p-value: 0.4125
      _b[B__course1_eco] = _b[W__course1_eco]; p-value: 0.0117
      _b[B__course1_eng] = _b[W__course1_eng]; p-value: 0.0000
      _b[B__course1_hin] = _b[W__course1_hin]; p-value: 0.0010
      _b[B__course1_his] = _b[W__course1_his]; p-value: 0.0053
      _b[B__course1_mat] = _b[W__course1_mat]; p-value: 0.0215
      _b[B__course1_pol] = _b[W__course1_pol]; p-value:      .
      _b[B__attendence_percent] = _b[W__attendence_percent]; p-value: 0.0093

    In my research, I am mainly interested to know if students who have a disadvantaged social identity (i.e., stud_SCST), do they have a lower chance of getting 1 in Positive_disc01?

    Concern-1 : What conclusion am I able to draw from the above regression?
    Concern-2 : Am I required to perform some other type of regression.?
    Concern-3 :My concern is also with the _b[B__stud_SCST] = _b[W__stud_SCST]; p-value: 0.7050. I am not sure what it implies. Does it mean I need to try some other model type...!!?





    After the first regression I ran, analogous correlated random-effects model


    Code:
    . xthybrid Positive_disc01    stud_SCST stud_OBC    Teach_SCST  Teach_OBC Teach_nature_1 Teach_nature_2 Teach_gender_1   course1_
    > com course1_eco course1_eng course1_hin course1_his course1_mat course1_pol   sem_1 sem_2 sem_3  attendence_percent , clusterid
    >  (group_teacher_paper) se test cre p star
    
    The variable 'Teach_SCST' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_SCST' is within clusters]
    The variable 'Teach_OBC' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_OBC' is within clusters]
    The variable 'Teach_nature_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_nature_1' is within clusters]
    The variable 'Teach_nature_2' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_nature_2' is within clusters]
    The variable 'Teach_gender_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'Teach_gender_1' is within clusters]
    The variable 'course1_com' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'course1_com' is within clusters]
    The variable 'sem_1' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_1' is within clusters]
    The variable 'sem_2' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_2' is within clusters]
    The variable 'sem_3' does not vary sufficiently within clusters
    and will not be used to create additional regressors.
    [~0% of the total variance in 'sem_3' is within clusters]
    
    
    
    
    Correlated random effects model. Family: gaussian. Link: identity.
    
    +--------------------------------------+
    |             Variable |     model     |
    |----------------------+---------------|
    | Positive_disc01      |               |
    |        R__Teach_SCST |    -0.0356    |
    |         R__Teach_OBC |     0.0240    |
    |    R__Teach_nature_1 |     0.0118    |
    |    R__Teach_nature_2 |  (omitted)    |
    |    R__Teach_gender_1 |    -0.0540    |
    |       R__course1_com |    -0.3539**  |
    |             R__sem_1 |    -0.1937**  |
    |             R__sem_2 |    -0.1524*   |
    |             R__sem_3 |    -0.0967*   |
    |         W__stud_SCST |    -0.0297**  |
    |          W__stud_OBC |    -0.0224*   |
    |       W__course1_eco |     0.0318    |
    |       W__course1_eng |     0.0765    |
    |       W__course1_hin |     0.0723    |
    |       W__course1_his |    -0.0204    |
    |       W__course1_mat |     0.0190    |
    |       W__course1_pol |  (omitted)    |
    | W__attendence_perc~t |     0.0016*** |
    |         D__stud_SCST |     0.1135    |
    |          D__stud_OBC |    -0.3863    |
    |       D__course1_eco |    -0.2877*   |
    |       D__course1_eng |    -0.5775*** |
    |       D__course1_hin |    -0.2689*** |
    |       D__course1_his |    -0.3632**  |
    |       D__course1_mat |    -0.3031*   |
    |       D__course1_pol |  (omitted)    |
    | D__attendence_perc~t |     0.0052**  |
    |                _cons |     0.5530**  |
    |----------------------+---------------|
    |   var(_cons[group~r])|               |
    |                _cons |     0.0442*** |
    |----------------------+---------------|
    | var(e.Positive_di~01)|               |
    |                _cons |     0.1664*** |
    |----------------------+---------------|
    | Statistics           |               |
    |                   ll | -5530.5953    |
    |                 chi2 |   208.1611    |
    |                    p |     0.0000    |
    |                  aic | 11115.1906    |
    |                  bic | 11310.1144    |
    +--------------------------------------+
       Legend: * p<.05; ** p<.01; *** p<.001
    Level 1: 10091 units. Level 2: 201 units.
    
    Tests of the random effects assumption:
      _b[D__stud_SCST] = 0; p-value: 0.7050
      _b[D__stud_OBC] = 0; p-value: 0.4125
      _b[D__course1_eco] = 0; p-value: 0.0117
      _b[D__course1_eng] = 0; p-value: 0.0000
      _b[D__course1_hin] = 0; p-value: 0.0010
      _b[D__course1_his] = 0; p-value: 0.0053
      _b[D__course1_mat] = 0; p-value: 0.0215
      _b[D__course1_pol] = 0; p-value:      .
      _b[D__attendence_percent] = 0; p-value: 0.0093
    Last edited by ajay pasi; 11 Jan 2023, 07:04.
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