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st: Accessing random coefficients in xtmixed


From   Andrew Spiegelman <[email protected]>
To   [email protected]
Subject   st: Accessing random coefficients in xtmixed
Date   Fri, 11 Dec 2009 16:21:18 -0600

I am running the following model:
xtmixed depvar indepvar || groupvar: indepvar, cov(unstr) mle

and I want to access the random effects parameters that Stata
calculates.  For example, I'd like to be able to refer to sd(indepvar)
in later work.  Normally this is done with _b[indepvar].  In more
complex cases, one refers to the equation name first, as described
here (http://www.stata.com/support/faqs/stat/streg.html).  Normally,
one can find the equation names by typing "matrix list e(V)" or
"matrix list e(b)."

However, Stata does not seem to list the standard deviation for
indepvars in these matrix lists.  That is, the random part of the
coefficient on indepvar, which is listed prominently in the Stata
output under Groupvar:  Unstructured (it appears as sd(indepvar)), is
not shown anywhere in e(b) or e(V).

Is there any way to access/reference the estimated random-effects
parameters in xtmixed?
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