Re: st: SE erroes for xtmixed-predict fitted

[Ricardo Ovaldia <ovaldia@yahoo.com>]

Thank you Steve for your help and patience. I am sorry that I was not clear with what I needed. What I was actually looking for was an -ado- file that would do this instead of what you had posted because I was not sure that I was changing  your code correctly to fit my model. Again I am sorry, I did not mean to upset you and I really appreciate your help very much.

That said, here is a simple example that I am not sure it is correct.
There are 6 cats each treated with 4 different pills:

clear
input id str1 sex fat1 fat2 fat3 fat4
1  M 44.5 7.3 3.4 12.4 16.900
2  M 33.0 21.0 23.1 25.4 25.625
3  M 19.1 5.0 11.8 22.0 14.475
4  F 9.4 4.6 4.6 5.8 6.100
5  F 71.3 23.3 25.6 68.2 47.100
6  F 51.2 38.0 36.0 52.6 44.450
end

reshape long fat ,i(id) j(pill)
<output omitted>

xtmixed fat i.pill ||id: , nolog

<output omitted>

. predict fitted, fitted

. predict se_fix,  stdp

. predict se_u*, reses

. gen se_fitted=  sqrt(se_fix^2 + se_u1^2 )

. sum se_fitted

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
   se_fitted |        24    8.373251           0   8.373251   8.373251

SE are the same for all observations.

Now for the random slope & intercept model:

. drop fitted se_fix se_u1 se_fitted

. xtmixed fat i.pill ||id: pill , nolog

<output omitted>

. predict fitted, fitted

. predict se_fix,  stdp

. predict se_u*, reses


. gen se_fitted=  sqrt(se_fix^2 + se_u1^2 + se_u2^2)

. sum se_fitted

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
   se_fitted |        24    8.655818    .0559801   8.592957   8.737734


Did I modify your code correctly? 

Thank you again,
Ricardo


Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Tue, 2/28/12, Steve Samuels <sjsamuels@gmail.com> wrote:

> From: Steve Samuels <sjsamuels@gmail.com>
> Subject: Re: st: SE erroes for xtmixed-predict fitted
> To: statalist@hsphsun2.harvard.edu
> Date: Tuesday, February 28, 2012, 8:06 PM
> 
> 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
> sjsamuels@gmail.com
> 
> 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 <sjsamuels@gmail.com>
> wrote:
> 
> > From: Steve Samuels <sjsamuels@gmail.com>
> > Subject: Re: st: SE erroes for xtmixed-predict fitted
> > To: statalist@hsphsun2.harvard.edu
> > Cc: rgutierrez@stata.com
> > 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
> > sjsamuels@gmail.com
> > 
> > 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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