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st: -xttobit- estimates of random effects


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: -xttobit- estimates of random effects
Date   Wed, 27 Feb 2013 14:02:17 -0500


I found prior posts regarding this question, most recently here

http://www.stata.com/statalist/archive/2012-04/msg00920.html

but have not found any solutions.

I am estimating a random effects model using -xttobit-, and would to get predicted values conditional on the random effects. -predict- after -xttobit- only provides predictions conditional on all random effects being equal to zero. Among other things, it means that a model chosen largely because it guarantees predicted values above a certain threshold can still produce predictions below that threshold.

Has anyone looked at or found a way to get predictions conditioned on the random effects, or simply estimates of the random effects at the panel level?

thanks,
Jeph


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