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Re: st: RE: Shrinkage factor


From   Evans Jadotte <evans.jadotte@uab.es>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Shrinkage factor
Date   Wed, 14 Oct 2009 19:06:34 +0200

Nick Cox wrote:
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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I tried under both findit shrinkage and findit reliability (this last one took me to xtmepoisson but no further help), with no luck.

Evans
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