Stata 15 help for menbreg_postestimation

[ME] menbreg postestimation -- Postestimation tools for menbreg

Postestimation commands

The following postestimation command is of special interest after menbreg:

Command Description ------------------------------------------------------------------------- estat group summarize the composition of the nested groups estat sd display variance components as standard deviations and correlations -------------------------------------------------------------------------

The following standard postestimation commands are also available:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estat (svy) postestimation statistics for survey data estimates cataloging estimation results * hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients * lrtest likelihood-ratio test margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * hausman and lrtest are not appropriate with svy estimation results.

Syntax for predict

Syntax for obtaining predictions of the outcome and other statistics

predict [type] newvarsspec [if] [in] [, statistic options]

Syntax for obtaining estimated random effects and their standard errors

predict [type] newvarsspec [if] [in], reffects [re_options]

Syntax for obtaining ML scores

predict [type] newvarsspec [if] [in], scores

newvarsspec is stub* or newvarlist.

statistic Description ------------------------------------------------------------------------- Main mu mean response; the default eta fitted linear predictor xb linear predictor for the fixed portion of the model only stdp standard error of the fixed-portion linear prediction density predicted density function distribution predicted distribution function pearson Pearson residuals deviance deviance residuals anscombe Anscombe residuals ------------------------------------------------------------------------- These statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample.

options Description ------------------------------------------------------------------------- Main conditional(ctype) compute statistic conditional on estimated random effects; default is conditional(ebmeans) marginal compute statistic marginally with respect to the random effects nooffset make calculation ignoring offset or exposure

Integration int_options integration options ------------------------------------------------------------------------- pearson, deviance, anscombe may not be combined with marginal.

ctype Description ------------------------------------------------------------------------- ebmeans empirical Bayes means of random effects; the default ebmodes empirical Bayes modes of random effects fixedonly prediction for the fixed portion of the model only -------------------------------------------------------------------------

re_options Description ------------------------------------------------------------------------- Main ebmeans use empirical Bayes means of random effects; the default ebmodes use empirical Bayes modes of random effects reses(stub*|newvarlist) calculate standard errors of empirical Bayes estimates

Integration int_options integration options -------------------------------------------------------------------------

int_options Description ------------------------------------------------------------------------- intpoints(#) use # quadrature points to compute marginal predictions and empirical Bayes means iterate(#) set maximum number of iterations in computing statistics involving empirical Bayes estimators tolerance(#) set convergence tolerance for computing statistics involving empirical Bayes estimators -------------------------------------------------------------------------

Menu for predict

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as mean responses; linear predictions; density and distribution functions; standard errors; and Pearson, deviance, and Anscombe residuals.

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

mu, the default, calculates the predicted mean, that is, the predicted number of events.

eta, xb, stdp, density, distribution, pearson, deviance, anscombe, scores, conditional(), marginal, and nooffset; see [ME] meglm postestimation.

reffects, ebmeans, ebmodes, and reses(); see [ME] meglm postestimation.

+-------------+ ----+ Integration +------------------------------------------------------

intpoints(), iterate(), and tolerance(); see [ME] meglm postestimation.

Syntax for margins

margins [marginlist] [, options]

margins [marginlist] , predict(statistic ...) [predict(statistic ...) ...] [options]

statistic Description ------------------------------------------------------------------------- mu mean response; the default eta fitted linear predictor xb linear predictor for the fixed portion of the model only stdp not allowed with margins density not allowed with margins distribution not allowed with margins pearson not allowed with margins deviance not allowed with margins anscombe not allowed with margins reffects not allowed with margins scores not allowed with margins ------------------------------------------------------------------------- Options conditional(ebmeans) and conditional(ebmodes) are not allowed with margins. Option marginal is assumed where applicable if conditional(fixedonly) is not specified.

Statistics not allowed with margins are functions of stochastic quantities other than e(b).

For the full syntax, see [R] margins.

Menu for margins

Statistics > Postestimation

Description for margins

margins estimates margins of response for mean responses and linear predictions.


Setup . webuse melanoma . menbreg deaths c.uv##c.uv, exposure(expected) || nation: || region:

Summarize composition of nested groups . estat group

Predicted counts, incorporating random effects . predict n

Predicted counts, setting all random effects to zero . predict n_fixed, conditional(fixedonly)

Predictions of random effects . predict re*, reffects

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