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st: getting -xtlogit, re- group residuals


From   Jeph Herrin <junk@spandrel.net>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: getting -xtlogit, re- group residuals
Date   Fri, 02 Mar 2007 09:09:54 -0500

All,

I posted this a few days ago but saw no responses, perhaps
because there was flood of activity on the list immediately
subsequent. Or perhaps because I didn't state it clearly
enough. I'll try to address the latter, at least.

-xtlogit, re- estimates a random intercept logistic
regression model, and returns estimates of the variance
of the random (group) error term u0. What I want to get
are the group residuals u0 for each panel, or at least
a predicted value that includes them.

After -xtmixed-, there is a -predict, fitted- that produces
predictions with group level error terms included. However,
-predict- after -xtlogit,re- only allows a linear prediction
which assumes u0 = 0, and a probability prediction which
assumes u0=0. What I want is a linear or probability prediction
without this assumption.

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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