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?