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st: Deriving Bayes estimates from xtmelogit


From   Jamie Fagg <j.fagg@qmul.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Deriving Bayes estimates from xtmelogit
Date   Thu, 9 Sep 2010 16:43:56 +0100

Dear Statalisters,

I am trying to derive Bayes estimates from a 3-level logistic
regression model in Stata version 10.1.

The model has the following structure, where psychometric items are
nested in individuals, nested in geographic areas.

Level 1: psychometric items
Level 2: individuals
Level 3: geographic areas

I read in Rabe-Hesketh and Skrondal (Multilevel and Longitudinal
modelling using Stata, 2008, p.162) that "Empirical Bayes predictions
of the random intercepts ... can be obtained" from xtmixed using
-predict- with the reffects option

I couldn't find any analogous advice in the section about multilevel
logistic regression models so I ran the model and ran the predict eb,
reffects (see code below).

Is this the correct way to derive Bayes predictions from xtmelogit?

Thanks for your consideration,

Jamie

****Code begins****

***Estimate 3 level multilevel logistic ecometrics model

xi: xtmelogit soccoh ///
	i.items ///
	i.sex age i.ethnicity i.econactV1 eqvinccpiV1 i.genhelf2V1 ///
	|| pseudo:  || pserialunique:
	

***Predict Bayes estimates for levels 2 (eb2) and 3 (eb2)

predict eb3 eb2, reffects

****Code ends****
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