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st: Estout after xtmixed with ar(1) residuals
From
Dimitris Pavlopoulos <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Estout after xtmixed with ar(1) residuals
Date
Thu, 18 Mar 2010 13:17:30 +0100
Dear all,
I am trying to use estout after xtmixed (STATA 11 /SE). I am using a model with random slopes and an ar(1) stucture for the residuals. Stata 11 allows the estimation of separate correlation and residual standard deviation according to the values of a categorical variable. I have used this feature for a binary variable.
My problem is that I cannot find which function is estout using to transform the standard deviation of the residuals that corresponds to value 1 of the grouping variable. So, for the residuals estout present:
lnsig_e: variance for residuals corresponding to value 0 of grouping variable
r_atr1: autoregressive correlation corresponding to value 0 of grouping variable
r_lns2ose: variance for residuals corresponding to value 1 of grouping variable
r_atr2: autoregressive correlation corresponding to value 1 of grouping variable
for lnsig_e, I need to exponantiate to get the standard deviation
For r_atr1 and r_atr2, I am using the tanh() function.
Does anybody know what function do I have to use to get the standard deviation from r_lns2ose?
Thanks in advance?
best regards,
Dimitris
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