Dear all,
I have fitted a mixed effects model using -xtmixed-, and require the
fitted values with corresponding standard errors.
After fitting the model, it is possible to obtain predictions and standard
errors for the fixed portion using -adjust-, or -predict, xb- and
-predict, se-. However, this fixes all the random effects in the model to
their theoretical mean value of zero, which is not what I require. I can
get the fitted values that include the random effects using -predict,
fitted-, but I am struggling to find how (if at all) you can get the
standard errors.
Wherever I have seen examples that use -xtmixed-, the fitted values are
never presented with a confidence interval. Also, I have noted from
previous threads in statalist that -xtmixed- cannot currently provide
standard errors for the BLUPs of random effects (
http://www.stata.com/statalist/archive/2006-09/msg00899.html). Does this
therefore mean that what I require is not currently possible?
Any help on this subject would be greatly appreciated.
Many thanks,
Gillian
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