[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Lee, Albert" <Albert.Lee@hud.gov> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit |

Date |
Tue, 29 Dec 2009 08:15:32 -0500 |

Joseph, Thanks. Yes, and no. Yes in that xtmelogit for crossed-level model uses Laplace approximation. However, when I tried specifying the intpoints option, STATA generates an error message as below: . xtmelogit fail refinance || _all:R.year || _all:R.hub || _all:R.originator_n, intpoints(5 5 5) wrong number of intpoints() specifications r(198); Could you tell me what went wrong? Thanks, Albert. ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joseph Coveney [jcoveney@bigplanet.com] Sent: Tuesday, December 29, 2009 1:13 AM To: statalist@hsphsun2.harvard.edu Subject: st: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit Albert Lee wrote: This may be obvious. If so, I apologize in advance. I'm estimating a logistic model with crossed-level random effects. The outcome binary variable is fail with one fixed-effect independent binary variable refinance. The three crossed-level random effects are VAR1, VAR2 and VAR3. The STATA command I used is as below: xtmelogit fail refinance || _all:R.VAR1 || _all:R.VAR2 || _all:R.VAR3 After estimating this model, I tried to recover the random effects of VAR3 using: predict u, reffects level(VAR3) However, u only contains missing values. I would very much appreciate if someone can help me recovering these predicted random effects. -------------------------------------------------------------------------------- Doesn't -xtmelogit- use Laplace approximation by default when fitting a cross-classified model? I believe that you would need to specify at least three, or so, integration points (abscissa weights) in order to get empirical Bayes predictions of individual random effects. Joseph Coveney * * 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/

**Follow-Ups**:**st: RE: RE: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit***From:*"Joseph Coveney" <jcoveney@bigplanet.com>

**References**:**st: Predicting Random Effects from a Crossed-Level Model using xtmelogit***From:*"Lee, Albert" <Albert.Lee@hud.gov>

**st: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit***From:*"Joseph Coveney" <jcoveney@bigplanet.com>

- Prev by Date:
**st: Instrumental Variables - Consistency with Nonlinear Endogenous Variable** - Next by Date:
**st: RE: RE: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit** - Previous by thread:
**st: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit** - Next by thread:
**st: RE: RE: Re: Predicting Random Effects from a Crossed-Level Model using xtmelogit** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |