Hi Maarten,
I am probably having some syntax problem in Stata to get around this
issue. My original estimation is:
. xi: quietly xtmixed logequiv $vul_list ||strata: ||cluster:, var
. matrix list e(b)
*Output for the random part is as follows:
lns1_1_1: lns2_1_1: lnsig_e:
_cons _cons _cons
y1 -.92050985 -.61957299 .01258646
*So, I believe the the way to get the shrinkage factor per number of
cases is:
. local Rjs=[lns1_1_1]_cons^2/([lns1_1_1]_cons^2+exp([lnsig_e]_cons)^2/nj)
* All seem clear, except the nj (unbalanced). Trying to way you
suggested, I am not sure which variables the vars (neither the ids)
stand for since what I got is the following message
. gen miss = missing(lns1_1_1, lns2_1_1, lnsig_e)
lnsig_e not found
r(111);
Any additional help would be much appreciated.
Thanks a lot,
Evans
Maarten buis wrote:
--- On Thu, 15/10/09, Evans Jadotte wrote:
In fact, this is the formula I have. My problem is the
malleability of n_j. Since I have 496 clusters at level-2
with many unbalanced observations within each cluster, the
manual calculation can make one go crazy!
Getting those number of cases in unbalanced pannels is
relatively easy when using -bys-:
gen miss = missing(var1, var2, var3)
bys miss id1 id2 id3: gen long nj = _N if miss == 0
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
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