If there were, then a simple search would almost certainly find it.
-findit shrinkage- yields no hits. Did you try a Stata or Google search?
Nick
[email protected]
Evans Jadotte
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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* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
