Prediction Intervals after Mixed - Multilevel mixed-effects linear regression

[Dan Thompson]

Is there a way to create prediction intervals as a post estimation for Multilevel mixed-effects linear regression (Stata command mixed)? For stata command regress, you can use predict, stdf to create standard error of the forecast, but this is not an option for mixed and is not listed in the post estimation commands in the manual.

Thanks!
Dan

[Weiwen Ng]

The option -stdp- predicts the SE of the linear prediction (i.e. the SE of the fixed effect part of the model only), and the -reses- option gives you the SE of the random effect. How you combined the two SEs is above my math level, though.

[Christopher Dall]

Hi! I have just posted about this exact same issue. This is exactly what I want to do. Is there a way to combine these standard errors in stata?