Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: Deriving Bayes estimates from xtmelogit


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Deriving Bayes estimates from xtmelogit
Date   Thu, 9 Sep 2010 11:00:53 -0500

The help file for -xtmelogit postestimation- clearly states that
"reffects calculates posterior modal estimates of the random effects".
If that is what you mean by Bayes estimates (because there can also be
posterior means, or the whole posterior density if we were talking
about MCMC estimation), then that's the option you need to specify.
What you obtain then is the random effect itself, which is a scaled
version of the ability parameter.

On Thu, Sep 9, 2010 at 10:43 AM, Jamie Fagg <j.fagg@qmul.ac.uk> wrote:
> 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****



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index