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st: streg, frailty


From   "Boylan, Richard" <rboylan@cba.ua.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: streg, frailty
Date   Thu, 27 Jun 2002 15:08:35 -0500

I first computed

streg y x, dist(weibull) robust cluster(id)
mfx compute, predict(mean)

Then to check for the imporstance of unobserved effects, I estimated

streg y x, dist(weibull) frailty(gamma) shared(id) 
mfx compute, predict(mean)

To my surprise all the results changed drastically.

What I find harder to understand is that the overal predicted times
change drastically:

with the first model:

mfx compute, predict(mean)

Marginal effects after weibull
      y  = predicted mean _t (predict, mean)
         =  3.7482296


with the second model:

 mfx compute, predict(mean)

Marginal effects after weibullhet
      y  = predicted mean _t (predict, mean)
         =  .50887109


Shouldn't I be expecting these numbers to have been similar?
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