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Re: st: SE erroes for xtmixed-predict fitted


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SE erroes for xtmixed-predict fitted
Date   Tue, 28 Feb 2012 21:06:58 -0500

I don't know what you are looking at, but yes,I would expect the same or near identical  standard errors under many circumstances.

When you averaged, you are  ignoring the fact that Stata's linear predictors are "best". I don't see show you thought you could improve upon them. I suggest that you look at a book on longitudinal data. Three good ones are: 

Diggle, Heagerty, Liang and Zeger, Anal of Long data 2nd Ed
Verbeke and Molenbergs Linear mixed models for  longitudinal analysis
Fitzmaurice, Laird,Ware, Applied Longitudinal Data

but there are many others. 

Finally, please follow the FAQ in the future and show exactly what you did and what Stata replied.  It is quite irritating to be told that you had searched and found no answer to your question, when, apparently you had found an answer, but just didn't like what it showed.


Steve
sjsamuels@gmail.com

On Feb 28, 2012, at 7:46 PM, Ricardo Ovaldia wrote:

Thank you Steve.

I did see Steve's post, however when I tried doing this, I got the same SE for every patient when I leave out the random slope term i.e.:

xtmixed cholest i.drug month || patid

So I was not sure that it was working correctly. When I included the random slope term, I get slightly different values for each patient but still very similar to each other. Is that what I should expect?

Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Tue, 2/28/12, Steve Samuels <sjsamuels@gmail.com> wrote:

> From: Steve Samuels <sjsamuels@gmail.com>
> Subject: Re: st: SE erroes for xtmixed-predict fitted
> To: statalist@hsphsun2.harvard.edu
> Cc: rgutierrez@stata.com
> Date: Tuesday, February 28, 2012, 4:37 PM
> You must have missed http://www.stata.com/statalist/archive/2011-12/msg00852.html
> 
> where I tried to answer a related questionn. I'm not sure
> I'm right. If I'm not, I bet that Bobby Gutierrez knows.
> 
> Steve
> sjsamuels@gmail.com
> 
> On Feb 28, 2012, at 3:50 PM, Ricardo Ovaldia wrote:
> 
> I searched the Statalist archives for the answer to the
> following query and could not find one. Can someone please
> help.
> 
> 
> After using -xtmixed- to fit:
> 
> xtmixed cholest i.drug month || patid:month
> 
> I used -predict, fitted- to get predicted estimates that
> account for both the fixed and random effects. 
> I them average these over drug and month to get mean
> predicted cholesterol values for each drug at each time
> point. 
> Is there a way to place a CI or to calculate SE for these
> estimates?
> 
> Thank you,
> Ricardo.
> 
> 
> 
> Ricardo Ovaldia, MS
> Statistician 
> Oklahoma City, OK
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