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st: -predict , reffects- after -xtmelogit-

From   Jeph Herrin <>
Subject   st: -predict , reffects- after -xtmelogit-
Date   Mon, 20 Dec 2010 10:54:04 -0500

I am using -xtmelogit- to estimate a random effects model, and am
wondering about what is being predicted by -predict, reffects-.


  xtmelogit c_use || district:
  predict re_cons, reffects

Now, I would expect the standard deviation of the random
effect reported by the model:

  Random-effects Parameters  |   Estimate   Std. Err.
district: Identity           |
                   sd(_cons) |   .4995265   .0798953

To be approximately the standard error of the predicted randome
effects, at the district level:

  bys district : gen tolist = _n==1
  sum re_cons if tolist

    Variable |       Obs        Mean    Std. Dev.       Min        Max
     re_cons |        60    .0069783    .3787135  -.9584643   .9257698

But it seems very different, 0.4995 vs .37871. I must be missing
something obvious, but what?


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