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Re: st: st : Prediction using xtlogit


From   Jeph Herrin <[email protected]>
To   [email protected]
Subject   Re: st: st : Prediction using xtlogit
Date   Mon, 05 Mar 2007 11:30:20 -0500

Arne,

Thanks. I considered this, but -gllamm- takes much longer
to converge (using quadrature) and I need to loop over many
models; the difference in estimation time would be measured
in days.

It is also curious that -xtlogit- can't provide these
probabilities directly; it must estimate the random effects,
right?

thanks,
Jeph



Arne Risa Hole wrote:
Hi Samuele and Jeph,

If you estimate the random effects logit model using -gllamm- rather
than -xtlogit- you can calculate the probabilities with non-zero
random effects as well as the random effects themselves using
-gllapred-. See ch. 9 in "A Handbook of Statistical Analyses using
Stata" by Sophia Rabe-Hesketh and Brian Everitt for an example.

Hope this helps.

Arne

On 05/03/07, Jeph Herrin <[email protected]> wrote:
I posted this same question *twice* this week, with no answer
yet. Please let me know if you learn something.

thanks,
Jeph


Samuele Biasiolo wrote:
> After an xtlogit regression, using random effect, there is any method to calculate probability of a positive outcome assuming random effect is NOT zero?
>
> Thanks for help.
>
> Samuele
>
>
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