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From | Dennis Kramer <dkramerii@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: xtmixed estimation and postestimation |
Date | Thu, 5 May 2011 17:18:17 -0400 |
I am currently using the following syntax on an xtmixted function --xi: xtmixed Test Outcome Teacher Evaluation Points Student Covariates School and Class Covariates || SCHOOL:|| TEACHER: ||STUDENT: , covariance(unstructured) var mle -- I am going to fit the model on a randomly generate portion of my sample (90%) and restrict the other 10% to fit the models against. However, I am unclear on the STATA commands to complete the following portions: *estimate yhat =X’b for all observations in the holdout I believe it is use fitdata -- fit the model -- use "holdout" -- predict yhat * Get the residuals y – yhat for all observations in the holdout sample * Estimate a 2 level model on the residuals with teacher effect as the only random effect * Retain the estimated teacher variance component The remaining portions I am unclear on which commands will most efficiently store and generate my estimates. Your help would be greatly appreciated. * * 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/