<>
BTW, are you sure about the first colon after the double pipe symbol?
If all you want is the model you have presented here, you could get it more
easily from -xtreg- (where results are more intuitively accessible):
********
clear*
vers 10.1
set obs 1000
//id
gen id=_n
//individual effect
gen alpha=rnormal()
//expand to # of time periods
expand 10
//get time period (after expansion!)
bys id: gen time=_n
//residual per time period
gen eps=rnormal()
compress
//xtset the thing
xtset id time
//dependent
gen mydependent= /*
*/ rnormal(3,10)+alpha+eps
xtmixed mydepend || id:
xtreg mydepend, re
********
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Christian Weiß
Gesendet: Donnerstag, 17. September 2009 23:03
An: statalist
Betreff: st: Storing random intercept estimation? (xtmixed?)
Dear Statalist,
using a textbook example on birthweight I estimated the following
model: xtmixed birwt ||: momid:, variance
yielding
----------------------------------------------------------------------------
--
birwt | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
_cons | 3467.969 7.138554 485.81 0.000 3453.977
3481.96
----------------------------------------------------------------------------
--
----------------------------------------------------------------------------
--
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+----------------------------------------------
--
momid: Identity |
var(_cons) | 135686 4755.874 126677.6
145335
-----------------------------+----------------------------------------------
--
var(Residual) | 142625.4 2965.965 136929.1
148558.7
----------------------------------------------------------------------------
--
LR test vs. linear regression: chibar2(01) = 1316.12 Prob >= chibar2 =
0.0000
with "di _b[_cons]" I can display (and thus process) the estimated
coefficient of birwt. However, I would like to process the estimated
variance components of the random intercept (i.e. var(_cons) and
var(Residual).
How can adress these values?
Best,
Chris
Viele Grüße
Christian
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