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st: empirical bayes mean predictions with cross-classified random effects models


From   Kyle Dodson <[email protected]>
To   <[email protected]>
Subject   st: empirical bayes mean predictions with cross-classified random effects models
Date   Mon, 09 Apr 2012 11:36:40 -0700

Dear Statalist,

Does anyone know how to generate Empirical Bayes (EB) mean predictions after estimating a cross-classified random effects model (CCREM) with -xtmelogit-? The postestimation command -predict , reffects- generates the EB modal predictions, which are likely different from the EB mean predictions. Also, I should note that while -gllamm- followed by -gllapred, u- will provide the EB mean predictions, my understanding is that it cannot estimate CCREMs, only models that are hierarchically-nested. Perhaps I'm missing a trick with respect to -gllamm-, however.

Thank you for your help.

Best,
Kyle Dodson
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