-loneway- works only with first and second moments of the data and thus
will unbiasedly estimate between and within variance components,
regardless of the distribution of the data (as long as it it numeric).
The dependent variable can be any numeric variable.
-xtreg- assumes the within- and between-class errors come from normal
distributions and estimates their variances by maximum likelihood with a
GLS regression model. So if the data is not normally distributed, you
can get completely different results and -xtreg- is not to be believed.
However in this case the value of knowing values of variance components
is questionable. On the other hand, if the data really are normal,
-xtreg- should be more efficient than -loneway-.
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Lijun Song
Sent: Friday, December 01, 2006 4:12 PM
To: [email protected]
Subject: Re: st: RE: LONEWAY & XTREG
Hi Nick
Thank you for your information. I already tried them. But I failed to
find any information about variable types for loneway. Does STATA set it
as a default that LONEWAY could be used for all kinds of variables?
Lijun
On 1 Dec 2006 at 21:27, Nick Cox wrote:
> If you ask Stata itself what is available, you will see other
possibilities.
>
> . search variance components
>
> Keyword search
>
> Keywords: variance components
> Search: (1) Official help files, FAQs, Examples, SJs, and
> STBs
>
> Search of official help files, FAQs, Examples, SJs, and STBs
>
>
> [R] loneway . . . . . Large one-way ANOVA, random effects, and
reliability
> (help loneway)
>
> [R] regress postestimation . . . . . . . Postestimation tools for
regress
> (help regress postestimation)
>
> Example . . . . . . . . . . . . . . . Stata web books: Regression
with Stata
> . . Chen, Ender, Mitchell & Wells (UCLA Academic Technology
Services)
> 7/06 web book Regression with Stata by (in alphabetical
> order) Xiao Chen, Philip B. Ender, Michael Mitchell
> & Christine Wells
> http://www.ats.ucla.edu/stat/stata/webbooks/reg/
>
> SJ-6-1 st0095 . . . . . . . . . . . Estimating variance components
in Stata
> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Y.
Marchenko
> Q1/06 SJ 6(1):1--21 (no
commands)
> describes using xtmixed to estimate variance components
> in linear models
>
> SJ-6-1 gn0031 . . Review of Multilevel and Longitudinal Modeling
Using Stata
> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
R. Wolfe
> Q1/06 SJ 6(1):138--143 (no
commands)
> book review of Multilevel and Longitudinal Modeling
> Using Stata by Rabe-Hesketh and Skrondal
>
> SJ-4-4 st0077 . . CIs for the variance comp. of random-effects
linear models
> (help xtvc if installed) . . . . . . . . . . M. Bottai and
N. Orsini
> Q4/04 SJ 4(4):429--435
> confidence intervals for the variance components of
> random-effects linear regression models.
>
> STB-60 sg160 . . . . . . . . . . . . On boundary-value
likelihood-ratio tests
> . . . . . . . . . . . . R. G. Gutierrez, S. Carter, and D. M.
Drukker
> 3/01 pp.15--18; STB Reprints Vol 10, pp.269--273 (no
commands)
> discusses likelihood-ratio boundary tests (such as tests for
> the presence of overdispersion or random effects) which are
> based on a mixture of a point mass at zero and a chi-squared
> distribution
>
> Nick
> [email protected]
>
> Lijun Song
>
> > I am running variance component models using both loneway and xtreg.
> >
> > Could we use both of them to deal with all kinds of variables
> > including continuous, categorical and discrete dependent variables?
> >
> > I have this question because when we run random intercept/slope
> > models, we can only use xtreg to analyze Continuous outcomes but use
> > gllamm to analyze categorial or discrete variables, right?
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
------------------------------------------------------------------------
------------------
Lijun Song
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
