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Re: st: RE: Shrinkage factor


From   Evans Jadotte <[email protected]>
To   [email protected]
Subject   Re: st: RE: Shrinkage factor
Date   Thu, 15 Oct 2009 16:33:32 +0200

Hi Maarten,

It is all figured out now. Many many thanks for your help on this issue!

Evans

Maarten buis wrote:
--- On Thu, 15/10/09, Evans Jadotte wrote:
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

*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)
lnsig_e not found
r(111);

The var in my example stands for variable not variance. The miss
variable is there to make sure that you ignore missing values in
your estimation. A safer way in which you can also get that is by typing:

gen byte miss = !e(sample)

The ! is a negation, and e(sample) identifies those cases used in
the estimation

The ids are your grouping identifiers, so identifying whatever your j-index represents.

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

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



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