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st: RE: Shrinkage factor


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Shrinkage factor
Date   Wed, 14 Oct 2009 17:43:18 +0100

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 
n.j.cox@durham.ac.uk 

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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