The logged values are returned in e(b)
. sysuse auto ,clear
(1978 Automobile Data)
. xtmixed trunk foreign || mpg :, nohead nofetable nolog
---------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
--------------------------+------------------------------------------------
mpg: Identity |
sd(_cons) | 2.998226 .7012791 1.895702 4.741969
--------------------------+------------------------------------------------
sd(Residual) | 3.036442 .3012862 2.499804 3.688282
---------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) = 13.40 Prob >= chibar2 =
0.0001
. matrix coef= e(b)
. disp exp(coef[1,3])
2.9982258
. disp exp(coef[1,4])
3.0364422
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Edward M Foster
> Sent: Saturday, July 29, 2006 11:55 AM
> To: [email protected]
> Subject: st: -xtmixed- stored estimates
>
> Hi,
>
> Where is -xtmixed- putting the estimated level-2 (higher) variance?
>
>
> In this silly example (using the auto data), I'm sure stata is storing the
> 2.998226 (or a transformation of it) somewhere. I can't seem to find it.
>
> suggestions?
>
> thanks,
> Michael Foster
> UNC-CH
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