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st: Deriving Bayes estimates from xtmelogit
From
Jamie Fagg <[email protected]>
To
[email protected]
Subject
st: Deriving Bayes estimates from xtmelogit
Date
Thu, 9 Sep 2010 16:43:56 +0100
Dear Statalisters,
I am trying to derive Bayes estimates from a 3-level logistic
regression model in Stata version 10.1.
The model has the following structure, where psychometric items are
nested in individuals, nested in geographic areas.
Level 1: psychometric items
Level 2: individuals
Level 3: geographic areas
I read in Rabe-Hesketh and Skrondal (Multilevel and Longitudinal
modelling using Stata, 2008, p.162) that "Empirical Bayes predictions
of the random intercepts ... can be obtained" from xtmixed using
-predict- with the reffects option
I couldn't find any analogous advice in the section about multilevel
logistic regression models so I ran the model and ran the predict eb,
reffects (see code below).
Is this the correct way to derive Bayes predictions from xtmelogit?
Thanks for your consideration,
Jamie
****Code begins****
***Estimate 3 level multilevel logistic ecometrics model
xi: xtmelogit soccoh ///
i.items ///
i.sex age i.ethnicity i.econactV1 eqvinccpiV1 i.genhelf2V1 ///
|| pseudo: || pserialunique:
***Predict Bayes estimates for levels 2 (eb2) and 3 (eb2)
predict eb3 eb2, reffects
****Code ends****
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