Re: st: RE: Shrinkage factor

[Evans Jadotte <evans.jadotte@uab.es>]

Nick Cox wrote:
> If there were, then a simple search would almost certainly find it.
> -findit shrinkage- yields no hits. Did you try a Stata or Google search?
>
>
> Nick 
> n.j.cox@durham.ac.uk 
>
> Evans Jadotte
>
> I am estimating a three-level hierachical model using xtmixed and want 
> to get the 'shrinkage factor' (Rj) to help me with the calculation of 
> the variance for an empirical Bayes estimate. My model has many 
> covariates and clusters and this makes a manual calculation of the Rj 
> not malleable. Is there any user-written command to get the Rj?
>
> Hope my request is not too confusing and can receive some help.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>   
I tried under both findit shrinkage and findit reliability (this last 
one took me to xtmepoisson but no further help), with no luck.

Evans
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/