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st: predict after xtmixed


From   Gillian.Frost@hsl.gov.uk
To   statalist@hsphsun2.harvard.edu
Subject   st: predict after xtmixed
Date   Mon, 5 Nov 2007 08:29:12 +0000

Dear all,

I have fitted a mixed effects model using -xtmixed-, and require the 
fitted values with corresponding standard errors. 

After fitting the model, it is possible to obtain predictions and standard 
errors for the fixed portion using -adjust-, or -predict, xb- and 
-predict, se-.  However, this fixes all the random effects in the model to 
their theoretical mean value of zero, which is not what I require.  I can 
get the fitted values that include the random effects using -predict, 
fitted-, but I am struggling to find how (if at all) you can get the 
standard errors.

Wherever I have seen examples that use -xtmixed-, the fitted values are 
never presented with a confidence interval.  Also, I have noted from 
previous threads in statalist that -xtmixed- cannot currently provide 
standard errors for the BLUPs of random effects (
http://www.stata.com/statalist/archive/2006-09/msg00899.html).  Does this 
therefore mean that what I require is not currently possible?

Any help on this subject would be greatly appreciated.

Many thanks,
Gillian

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