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st: Estimating fitted values which include a BLUP after mixed (XT) model


From   Tom Wood <tomwood@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Estimating fitted values which include a BLUP after mixed (XT) model
Date   Sat, 13 Feb 2010 22:24:21 -0600

Dear Statalist

My intention is to plot fitted values after estimating a mixed (XT) model.
Specifically, I want to set the random effects to some BLUP value for one
part of a panel, for example, the observed values for one school (where
students are nested in schools, which are nested in districts, for example.)

The margins command requires that I set all random effects to 0. I guess
what I'm looking for, in nontechnical terms, is a Clarify type ado which
will simulate values from a posterior distribution of a random effect.

Is there a simple way to do this, or should I continue to klug estimates by
using the twoway (function) syntax?

Thanks for your help


Tom Wood
Political Science- University of Chicago
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