Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: standard errors after xtmixed, predit.., fitted


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: standard errors after xtmixed, predit.., fitted
Date   Sat, 17 Dec 2011 12:08:05 -0500

Sorry, I hit the send button too soon: "week" should have been squared. 
The corrected version is below.

Maybe something like:
*******************************************
set more off
webuse pig, clear
xtmixed weight week || id: week, reml
matrix list e(b)
scalar sd_err  = exp([lnsig_e]_cons )
scalar sd_week = exp([lns1_1_1]_cons)
scalar sd_pig  = exp([lns1_1_2]_cons)
scalar dir
predict se_fix,  stdp

gen se_fitted =  ///
sqrt(se_fix^2 +sd_pig^2 + (week*sd_week)^2 +sd_err^2)
*******************************************************

Steve
[email protected]

On Dec 16, 2011, at 11:34 AM, Jennyfer Wolf wrote:

Dear Statalist,

sorry for asking the question again, but we are a bit desperate so it
would be great if anybody has a solution for my question:

Is it possible to get standard errors for the fitted values of a
multilevel-model (three levels, random slope and intercept) after

xtmixed dep_var indep_var || region1: || region2: || country :year_cat
predict var, fitted

?

We would like to present the estimated values with a confidence interval?
If it is not possible to get the standard errors for the predicted
values from Stata, is it possible to calculate these values from the
Standard Errors from the individual estimates?

Thank you very very much.
With kind regards,
Jennyfer
*
*   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/


*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index