ROUMEGOUS Emmanuelle,
If your xtprobit command was
xtprobit y x1 x2, i(id) re,
you can estimate the model in gllamm using
gllamm y x1 x2, i(id) link(probit) fam(binom) adapt
Then use
predict res, u
to get empirical Bayes predictions of the random
effects. The posterior means will be stored in
resm1 and the posterior standard deviations in
ress1.
The latest version of gllamm is available from SSC,
see also
http://www.iop.kcl.ac.uk/IoP/Departments/BioComp/programs/gllamm.html
Best regards,
Sophia
At 11:32 AM 4/16/2003 +0200, you wrote:
>Dear all,
>I am currently using Stata 7. I estimate a probit model with random effects
>(xtprobit, re). I wander whether there is a way to compute the random
>component of the model's residual (as in the linear model with the command
>"predict, u").
>
>Thanks for any help.
>
>
>
>
>
>ROUMEGOUS Emmanuelle
>CERDI, CNRS-Universit� d'Auvergne
>65, Boulevard Fran�ois Mitterrand
>63000 CLERMONT-FERRAND
>FRANCE
>Tel: (+33-4)73177441
>Fax: (+33-4)73177428
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
