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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 19:57:21 +0200

Thanks Elan,

I am actually using it and is not being much helpful. The example it provides is for two clusters with balanced observations across clusters and no covariate at level 1. I have three levels in my model, 496 clusters (unbalanced) and 34 covariates among the three levels! I will keep racking my brains.

Thanks,

Evans


Cohen, Elan wrote:
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.

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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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