-xtlogit, re- estimates a random intercept logistic
regression model, and returns estimates of the variance
of the random (group) error term u0 in two different ways:
ln(sigma_u^2) and sigma_u.
However, unlike with -xtmixed-, there seems to be no
direct way to generate predictions that incorporate u0.
-predict- after -xtmixed- allows a linear prediction which
assumes u0 = 0, and a probability prediction which assumes
u0=0. What I want is a predicted value which equals the
linear prediction plus the random effect.
Given that -predict- doesn't do this, does someone know a
trick for getting u0 for each group? Or a theoretical reason
that I shouldn't be able to? I think I could roll my own,
but it would be easier to detour through a software package
which will give me these directly.
thanks,
Jeph
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