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RE: st: RE: Shrinkage factor


From   "Cohen, Elan" <cohened@upmc.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Shrinkage factor
Date   Wed, 14 Oct 2009 13:37:29 -0400

Just based on the index, the following book may be helpful:

http://www.stata.com/bookstore/mlmus2.html

- Elan
 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Evans Jadotte
> Sent: Wednesday, October 14, 2009 1:07 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: Shrinkage factor
> 
> 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.
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >   
> I tried under both findit shrinkage and findit reliability (this last 
> one took me to xtmepoisson but no further help), with no luck.
> 
> Evans
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
> 
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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