I first computed
streg y x, dist(weibull) robust cluster(id)
mfx compute, predict(mean)
Then to check for the imporstance of unobserved effects, I estimated
streg y x, dist(weibull) frailty(gamma) shared(id)
mfx compute, predict(mean)
To my surprise all the results changed drastically.
What I find harder to understand is that the overal predicted times
change drastically:
with the first model:
mfx compute, predict(mean)
Marginal effects after weibull
y = predicted mean _t (predict, mean)
= 3.7482296
with the second model:
mfx compute, predict(mean)
Marginal effects after weibullhet
y = predicted mean _t (predict, mean)
= .50887109
Shouldn't I be expecting these numbers to have been similar?
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