I'm building a multilevel model from a sample of 820 observations at level 1 and 11 groups (level 2). I'm using stata xtmixed.

Running the empty model (including just the dependent variable) I get:

  • variance at level 1 (residual) = 0.6
  • variance at level 2 (_cons): 0.03
  • So the Intraclass correlation coefficient is 5%
  • AIC: 1860
  • BIC: 1875

Are my absolute values of variance too small? Too close to zero? Is there a recommended threshold given the sample size? From my previous question I learnt that having a very low ICC is ok.

Are AIC or BIC values too high, considering the sample size and the variance values? I mean, is there a rule that given around 800 observations tells me which should be an appropriate starting value for AIC/BIC?

  • 2
    $\begingroup$ If you don't like those variances multiple all of your data by 1000. You can then see what it does to your AIC as well. $\endgroup$
    – John
    Nov 28 '14 at 18:10

Mine was a trivial question. Thanks to John I learnt that absolute values for variance depend on the unit of measure (and magnitude) of the dependent variable (I'm just testing the empty model right now).

Also, AIC and BIC depend on the number of observations. If I randomly drop half of the observations, AIC and BIC decrease of about 50%.


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