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Re: st: Probit model with random effects


From   Sophia Rabe-Hesketh <spaksrh@iop.kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Probit model with random effects
Date   Thu, 17 Apr 2003 09:29:02 +0100

ROUMEGOUS Emmanuelle,

If your xtprobit command was

xtprobit y x1 x2, i(id) re,

you can estimate the model in gllamm using 

gllamm y x1 x2, i(id) link(probit) fam(binom) adapt

Then use

predict res, u

to get empirical Bayes predictions of the random
effects. The posterior means will be stored in
resm1 and the posterior standard deviations in
ress1.

The latest version of gllamm is available from SSC,
see also 

http://www.iop.kcl.ac.uk/IoP/Departments/BioComp/programs/gllamm.html

Best regards,

Sophia



At 11:32 AM 4/16/2003 +0200, you wrote:
>Dear all,
>I am currently using Stata 7. I estimate a probit model with random effects 
>(xtprobit, re). I wander whether there is a way to compute the random 
>component of the model's residual (as in the linear model with the command 
>"predict, u").
>
>Thanks for any help.
>
>
>
>
>
>ROUMEGOUS Emmanuelle
>CERDI, CNRS-Université d'Auvergne
>65, Boulevard François Mitterrand
>63000 CLERMONT-FERRAND
>FRANCE
>Tel: (+33-4)73177441
>Fax: (+33-4)73177428
>
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>

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