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st: Re: xtprobit predict


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xtprobit predict
Date   Sun, 17 Aug 2003 18:37:09 -0500

----- Original Message -----
From: "paula garcia" <paulagarciag@latinmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, August 17, 2003 2:09 PM
Subject: st: xtprobit predict


> Hi statalist,
>
> I want to do a panel data probit:
>
> y(it)=x(it)b v(i) e(it)
>
> and I want to obtain the value of the cfd evaluated at the prediction
including the individual random effect, that is:
>
> norm[{x(it)*b(estimated)} v(i)]
>
> I think it is this way:
>
> predict xb, xb
> norm(xb)
>
> What I really want to be sure about is if the xb predicted does include the
term v(i) or not.
>
> Thank you in advance.
>
> Paula Garcia
>


No, xb is just the fitted values.

You can obtain the predicted individual effects using -gllamm-.

A similar question was asked in April.   Sophia Rabe-Hesketh
<spaksrh@iop.kcl.ac.uk>
replied:

"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 "


Hope this helps,
Scott



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