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st: Shrinkage factor

From   Evans Jadotte <>
Subject   st: Shrinkage factor
Date   Wed, 14 Oct 2009 18:33:45 +0200

Hello listers,

I am estimating a three-level hierachical model using xtmixed and want to get the 'shrinkage factor' (Rj) to help me with the calculation of the variance for an empirical Bayes estimate. My model has many covariates and clusters and this makes a manual calculation of the Rj not malleable. Is there any user-written command to get the Rj?

Hope my request is not too confusing and can receive some help.

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