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Re: st: SE erroes for xtmixed-predict fitted
From
Ricardo Ovaldia <[email protected]>
To
[email protected]
Subject
Re: st: SE erroes for xtmixed-predict fitted
Date
Wed, 29 Feb 2012 05:32:50 -0800 (PST)
Thank you Steve for your help and patience. I am sorry that I was not clear with what I needed. What I was actually looking for was an -ado- file that would do this instead of what you had posted because I was not sure that I was changing your code correctly to fit my model. Again I am sorry, I did not mean to upset you and I really appreciate your help very much.
That said, here is a simple example that I am not sure it is correct.
There are 6 cats each treated with 4 different pills:
clear
input id str1 sex fat1 fat2 fat3 fat4
1 M 44.5 7.3 3.4 12.4 16.900
2 M 33.0 21.0 23.1 25.4 25.625
3 M 19.1 5.0 11.8 22.0 14.475
4 F 9.4 4.6 4.6 5.8 6.100
5 F 71.3 23.3 25.6 68.2 47.100
6 F 51.2 38.0 36.0 52.6 44.450
end
reshape long fat ,i(id) j(pill)
<output omitted>
xtmixed fat i.pill ||id: , nolog
<output omitted>
. predict fitted, fitted
. predict se_fix, stdp
. predict se_u*, reses
. gen se_fitted= sqrt(se_fix^2 + se_u1^2 )
. sum se_fitted
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
se_fitted | 24 8.373251 0 8.373251 8.373251
SE are the same for all observations.
Now for the random slope & intercept model:
. drop fitted se_fix se_u1 se_fitted
. xtmixed fat i.pill ||id: pill , nolog
<output omitted>
. predict fitted, fitted
. predict se_fix, stdp
. predict se_u*, reses
. gen se_fitted= sqrt(se_fix^2 + se_u1^2 + se_u2^2)
. sum se_fitted
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
se_fitted | 24 8.655818 .0559801 8.592957 8.737734
Did I modify your code correctly?
Thank you again,
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Tue, 2/28/12, Steve Samuels <[email protected]> wrote:
> From: Steve Samuels <[email protected]>
> Subject: Re: st: SE erroes for xtmixed-predict fitted
> To: [email protected]
> Date: Tuesday, February 28, 2012, 8:06 PM
>
> 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
> [email protected]
>
> 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 <[email protected]>
> wrote:
>
> > From: Steve Samuels <[email protected]>
> > Subject: Re: st: SE erroes for xtmixed-predict fitted
> > To: [email protected]
> > Cc: [email protected]
> > 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
> > [email protected]
> >
> > 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
> > *
> > * 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/
> >
> >
> > *
> > * 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/
> >
>
> *
> * 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/
>
>
> *
> * 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/
>
*
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