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Re: st: Deriving Bayes estimates from xtmelogit
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Deriving Bayes estimates from xtmelogit
Date
Thu, 9 Sep 2010 11:00:53 -0500
The help file for -xtmelogit postestimation- clearly states that
"reffects calculates posterior modal estimates of the random effects".
If that is what you mean by Bayes estimates (because there can also be
posterior means, or the whole posterior density if we were talking
about MCMC estimation), then that's the option you need to specify.
What you obtain then is the random effect itself, which is a scaled
version of the ability parameter.
On Thu, Sep 9, 2010 at 10:43 AM, Jamie Fagg <[email protected]> wrote:
> 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****
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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