Re: st: RE: Shrinkage factor

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

Thanks Elan,

I am actually using it and is not being much helpful. The example it 
provides is for two clusters with balanced observations across clusters 
and no covariate at level 1. I have three levels in my model, 496 
clusters (unbalanced) and 34 covariates among the three levels! I will 
keep racking my brains.

Thanks,

Evans


Cohen, Elan wrote:
> Just based on the index, the following book may be helpful:
>
> http://www.stata.com/bookstore/mlmus2.html
>
> - Elan
>  
>
>   
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Evans Jadotte
> > Sent: Wednesday, October 14, 2009 1:07 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: Shrinkage factor
> >
> > 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/
> >
> >
> >     
> *
> *   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/
>   

*
*   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/