st: xtreg or xtmixed - how to obtain standard errors of effects

["Maciej Jakubowski" <mjakubowski@uw.edu.pl>]

Dear Statalisters,

I would like to obtain confidence intervals for fixed or random effects  
(intercepts) after xtreg or xtmixed (not for coefficients in the model but  
for group effects).

Using -predict var, u- I can obtain effects assigned to every group but  
how to obtain relevant standard errors? I know that using gllamm both  
effects point estimates and its standard errors can be obtained by  
-gllapred var, reff- but I prefer xtmixed and xtreg. I did some reading  
but still it is not clear to me what formula should be used.

Could anybody explain me how I should calculate standard errors of effects  
or where can I find info how to do it?

Thanks

Maciej Jakubowski
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