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st: Empirical Bayes/ Shrinkage estimates following streg andxtlogit


From   "Borislava Mihaylova" <boby.mihaylova@dphpc.ox.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Empirical Bayes/ Shrinkage estimates following streg andxtlogit
Date   Wed, 07 Feb 2007 15:59:03 +0000

Dear All,

I would be grateful if you could let me know whether you are aware of ways to to estimate/predict the Empirical Bayes estimates following fitting the following random effects models in Stata:

1) streg................, frailty(*)  shared(shareid)
I need the estimated effects back to each of the shareid groups.

Please note that I do not need prediction across the population of shareid or at the mean=1 (which are the options I found in Stata).
2) xtlogit, re i(shareid)

Again I need the prediction for each of the shareid groups.

Ideally I would like to get the uncertainty around these predictions as well. In a related problem following xtmixed command, the prediction is straightforward but I did not find a way to get the uncertainty around these predicted values.

A confirmation that these features (to estimate Empirical Bayes estimates and their uncertainty) are not yet available for these commands in Stata will be helpful as well.

Thank you for your help.
Boby



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