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Re: st: residuals after xtmixed


From   Gillian.Frost@hsl.gov.uk
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: residuals after xtmixed
Date   Tue, 4 Dec 2012 09:15:15 +0000

Hello Tom,

After checking the -help xtmixed postestimation-, I saw that:

-predict fit- is the linear predictor for the fixed portion of the model

-predict res, residuals- is the response minus the fitted, where the 
fitted value is the linear predictor of the fixed portion plus 
contributions based on predicted random effects

So your Y minus fit is not calculating the same thing as res.

I hope this helps,

Gillian



From:   Thomas Norris <T.Norris2@lboro.ac.uk>
To:     "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Date:   03/12/2012 17:33
Subject:        st: residuals after xtmixed
Sent by:        owner-statalist@hsphsun2.harvard.edu



Dear statalist,

I have ran the commands:

?xtmixed y x_1 x_2|| studyid: x_1 x_2, cov(unstructured)mle?

?predict fit?

?predict res, residuals?

And the first participant's data is below

y                            x_1                        x_2         fit    
                res                         b1                          b2 
                             b3 
8.188689             .72068154           5.1019341           8.04669   
.0442446             .0689545             -.0061089             .0792279   
 


Can anyone explain why: ?Y? minus ?fit?  does not equal ?res? though?  Ie. 
8.188689-8.04669= 0.14199 (not 0.0442446)?

Many thanks,

Tom 

Tom Norris (PhD student)
Centre of Global Health and Human Development
School of Sport, Exercise and Health Sciences
Loughborough University
Loughborough
LE11 3TU


Tom Norris (PhD student)
Centre of Global Health and Human Development
School of Sport, Exercise and Health Sciences
Loughborough University
Loughborough
LE11 3TU


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