Arne,
Thanks. I considered this, but -gllamm- takes much longer
to converge (using quadrature) and I need to loop over many
models; the difference in estimation time would be measured
in days.
It is also curious that -xtlogit- can't provide these
probabilities directly; it must estimate the random effects,
right?
thanks,
Jeph
Arne Risa Hole wrote:
Hi Samuele and Jeph,
If you estimate the random effects logit model using -gllamm- rather
than -xtlogit- you can calculate the probabilities with non-zero
random effects as well as the random effects themselves using
-gllapred-. See ch. 9 in "A Handbook of Statistical Analyses using
Stata" by Sophia Rabe-Hesketh and Brian Everitt for an example.
Hope this helps.
Arne
On 05/03/07, Jeph Herrin <[email protected]> wrote:
I posted this same question *twice* this week, with no answer
yet. Please let me know if you learn something.
thanks,
Jeph
Samuele Biasiolo wrote:
> After an xtlogit regression, using random effect, there is any
method to calculate probability of a positive outcome assuming random
effect is NOT zero?
>
> Thanks for help.
>
> Samuele
>
>
> ------------------------------------------------------
> Passa a Infostrada. ADSL e Telefono senza limiti e senza canone Telecom
> http://click.libero.it/infostrada4marz07
>
>
>
> *
> * 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/
*
* 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/
