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st: -predict , reffects- after -xtmelogit-
From
Jeph Herrin <[email protected]>
To
[email protected]
Subject
st: -predict , reffects- after -xtmelogit-
Date
Mon, 20 Dec 2010 10:54:04 -0500
I am using -xtmelogit- to estimate a random effects model, and am
wondering about what is being predicted by -predict, reffects-.
Example:
clear
use http://www.stata-press.com/data/r11/bangladesh
xtmelogit c_use || district:
predict re_cons, reffects
Now, I would expect the standard deviation of the random
effect reported by the model:
--------------------------------------------------------
Random-effects Parameters | Estimate Std. Err.
-----------------------------+--------------------------
district: Identity |
sd(_cons) | .4995265 .0798953
--------------------------------------------------------
To be approximately the standard error of the predicted randome
effects, at the district level:
bys district : gen tolist = _n==1
sum re_cons if tolist
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
re_cons | 60 .0069783 .3787135 -.9584643 .9257698
But it seems very different, 0.4995 vs .37871. I must be missing
something obvious, but what?
thanks,
Jeph
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