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Re: st: Odds ratio


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Odds ratio
Date   Fri, 09 Apr 2010 14:58:15 -0500

At 07:47 AM 4/9/2010, Maarten buis wrote:
I always think of it as a "smart" way of adding a dummy for
each group. For example when you look at persons nested
in schools, this would be a way of adding school dummies.
The whole point of doing random effects models is that we
put some additional constraints on these dummies, e.g.
not correlated with any of the observed variables, etc,
but that is not relevant for this case. The problem with
getting predicted probabilities is that we don't directly
estimate these dummies, so we miss a key set of variables
and coefficients that are necesary for computing the
predicted probabilities.

A "trick" used by Long & Freese's SPOST commands is to generate temporary fake cases with the desired X values, and then use the predict command to get the predicted probabilities. Would this work with an HLM model estimated with Stata? Of course, even if it did, maybe it would be extremely unwieldy because we would want to generate fake cases for every group.

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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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