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Re: st: Not getting variances in mi estimate: xtmixed with var option


From   [email protected] (Wesley D. Eddings, StataCorp)
To   [email protected]
Subject   Re: st: Not getting variances in mi estimate: xtmixed with var option
Date   Tue, 28 Sep 2010 17:29:09 -0500

Art Burke <[email protected]> would like to obtain variances from
-mi estimate: xtmixed-:

> This command ...

> mi estimate: xtmixed overtvic || school_code: , mle var

> yields this output ...

> ------------------------------------------------------------------------------
>   Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf. Interval]
> -----------------------------+------------------------------------------------
> school_code: Identity        |
>                    sd(_cons) |    .085312   .0132203      .0629656    .1155889
> -----------------------------+------------------------------------------------
>                 sd(Residual) |   .5989765    .003953      .5912786    .6067746
> ------------------------------------------------------------------------------

The -mi estimate- command has its own reporting options.  The -variance- option
that Art needs is the option of -mi estimate-, which must be specified in the
-mi estimate- prefix:
     
     . mi estimate, variance: xtmixed overtvic || school_code: , mle

The -var- option in Art's command affects only the output of -xtmixed-, which is
suppressed by default.  (Art may display the output by using the -noisily-
option of -mi estimate-.)	 

--Wes
[email protected]
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