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st: -predict , reffects- after -xtmelogit-


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
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-.

Example:

  clear
  use http://www.stata-press.com/data/r11/bangladesh
  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?

thanks,
Jeph


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