# Re: st: RE: Shrinkage factor

 From Evans Jadotte To statalist@hsphsun2.harvard.edu Subject Re: st: RE: Shrinkage factor Date Thu, 15 Oct 2009 15:34:12 +0200

```Hi Maarten,
```
I am probably having some syntax problem in Stata to get around this issue. My original estimation is:
```
. xi: quietly xtmixed  logequiv \$vul_list ||strata: ||cluster:, var

. matrix list e(b)

*Output for the random part is as follows:

lns1_1_1:      lns2_1_1:       lnsig_e:
_cons          _cons          _cons
y1     -.92050985     -.61957299      .01258646

```
*So, I believe the the way to get the shrinkage factor per number of cases is:
```
. local Rjs=[lns1_1_1]_cons^2/([lns1_1_1]_cons^2+exp([lnsig_e]_cons)^2/nj)

```
* All seem clear, except the nj (unbalanced). Trying to way you suggested, I am not sure which variables the vars (neither the ids) stand for since what I got is the following message
```
. gen miss = missing(lns1_1_1, lns2_1_1, lnsig_e)
r(111);

Any additional help would be much appreciated.

Thanks a lot,

Evans

Maarten buis wrote:
```
```--- On Thu, 15/10/09, Evans Jadotte wrote:
```
```In fact, this is the formula I have. My problem is the
malleability of n_j. Since I have 496 clusters at level-2
with many unbalanced observations within each cluster, the
manual calculation can make one go crazy!
```
```
```
Getting those number of cases in unbalanced pannels is relatively easy when using -bys-:
```
gen miss = missing(var1, var2, var3)
bys miss id1 id2 id3: gen long nj = _N if miss == 0

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

```
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