Re: st: Question regarding results saved in e() after xtreg, fe

[Christoph Birkel <christoph.birkel@soziologie.uni-halle.de>]

Scott,

many thanks for the hint.

Best,

Christoph

Scott Merryman schrieb:

> It is the standard deviation of v_i + e_it.
>
> See [XT], page 412.
>
> Scott
>
>
> 2009/6/15 Christoph Birkel <christoph.birkel@soziologie.uni-halle.de>:
>  
>
> > Dear all,
> >
> > after running -xtreg, fe- , a scalar named e(sigma) is saved. I wonder what
> > it contains exactly. In the Longitudinal/Panel Data Manual Release 10,
> > e(sigma) is decribed as „ancillary parameter (gamma, lnormal)“ (the
> > help-file for xtreg postestimation contains the same description); but what
> > kind of ancillary parameter is this, and for which purpose might it be
> > useful?
> >
> >    
>
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>  


--
Christoph Birkel, M.A.
Wissenschaftlicher Mitarbeiter
-Studienfachberater BA-Studiengänge Soziologie-
Martin-Luther-Universität Halle-Wittenberg
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D-06099 Halle (Saale)
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