Thanks.
Can't wait to try it out, when my copy of Stata 9 arrives.
Michael
[email protected]:
> Yes, BLUP and empirical Bayes are one and the same here. As to the
> difference
> between BLUP and EBLUP, the E stands for "estimated." Technically
> speaking a
> BLUP of a random effect is defined in terms of the theoretical
> variance-covariance matrices for both the random effects and the
> overall
> errors, but these matrices are taken as known. The actual estimates
> you
> obtain are EBLUPS, which are BLUPs with estimated variance components
> used in
> place of their theoretical counterparts.
>
> The BLUPs mentioned in -xtmixed- documentation are technically EPLUPs,
> but
> we just call them BLUPs since we have no need to distinguish between
> the
> two -- they are real predictions of random effects for your particular
> data.
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