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Re: st: SE erroes for xtmixed-predict fitted
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: SE erroes for xtmixed-predict fitted
Date
Tue, 28 Feb 2012 21:06:58 -0500
I don't know what you are looking at, but yes,I would expect the same or near identical standard errors under many circumstances.
When you averaged, you are ignoring the fact that Stata's linear predictors are "best". I don't see show you thought you could improve upon them. I suggest that you look at a book on longitudinal data. Three good ones are:
Diggle, Heagerty, Liang and Zeger, Anal of Long data 2nd Ed
Verbeke and Molenbergs Linear mixed models for longitudinal analysis
Fitzmaurice, Laird,Ware, Applied Longitudinal Data
but there are many others.
Finally, please follow the FAQ in the future and show exactly what you did and what Stata replied. It is quite irritating to be told that you had searched and found no answer to your question, when, apparently you had found an answer, but just didn't like what it showed.
Steve
[email protected]
On Feb 28, 2012, at 7:46 PM, Ricardo Ovaldia wrote:
Thank you Steve.
I did see Steve's post, however when I tried doing this, I got the same SE for every patient when I leave out the random slope term i.e.:
xtmixed cholest i.drug month || patid
So I was not sure that it was working correctly. When I included the random slope term, I get slightly different values for each patient but still very similar to each other. Is that what I should expect?
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Tue, 2/28/12, Steve Samuels <[email protected]> wrote:
> From: Steve Samuels <[email protected]>
> Subject: Re: st: SE erroes for xtmixed-predict fitted
> To: [email protected]
> Cc: [email protected]
> Date: Tuesday, February 28, 2012, 4:37 PM
> You must have missed http://www.stata.com/statalist/archive/2011-12/msg00852.html
>
> where I tried to answer a related questionn. I'm not sure
> I'm right. If I'm not, I bet that Bobby Gutierrez knows.
>
> Steve
> [email protected]
>
> On Feb 28, 2012, at 3:50 PM, Ricardo Ovaldia wrote:
>
> I searched the Statalist archives for the answer to the
> following query and could not find one. Can someone please
> help.
>
>
> After using -xtmixed- to fit:
>
> xtmixed cholest i.drug month || patid:month
>
> I used -predict, fitted- to get predicted estimates that
> account for both the fixed and random effects.
> I them average these over drug and month to get mean
> predicted cholesterol values for each drug at each time
> point.
> Is there a way to place a CI or to calculate SE for these
> estimates?
>
> Thank you,
> Ricardo.
>
>
>
> Ricardo Ovaldia, MS
> Statistician
> Oklahoma City, OK
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