Boby <[email protected]> asks how to estimate/predict the
Empirical Bayes (EB) estimates following fitting the following random
effects models in Stata:
1) streg................, frailty(*) shared(shareid)
2) xtlogit, re i(shareid)
I need the prediction for each of the shareid groups.
Ideally I would like to get the uncertainty around these predictions as
well. In a related problem following xtmixed command, the prediction is
straightforward but I did not find a way to get the uncertainty around
these predicted values.
Rabe-Hesketh and Skrondal, in their book "Multilevel and Longitudinal
Modeling Using Stata" on pages 23-24 (see
http://www.stata.com/bookstore/mlmus.html), show how to get EB
predictions and variances for a continuous response using -gllamm- and
-gllapred eb, u-.
Anders
[email protected]
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