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st: xtmixed
From
Schöler, Lisa <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: xtmixed
Date
Thu, 7 Oct 2010 12:23:25 +0000
Dear Statalist,
I am having trouble with the command .xtmixed. After using the command below I get this output.
Now I want to get an output with the individual betas for the independent variables for every SIC code. Can anybody help me with that?
I also know that I have serial correlation problems in my data set, can anyone tell me how I can control for that within the xtmixed command?
Thank you very much
Lisa
.xtmixed q0 number_brands market_share intensity satisfaction channels margin sga0 rd0 cogs0 lppe0 income0 lassets0 leverage0 || SIC_twodigits: _brands market_share intensity satisfaction channels margin
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log restricted-likelihood = -403.08991
Iteration 1: log restricted-likelihood = -402.91597
Iteration 2: log restricted-likelihood = -402.73407
Iteration 3: log restricted-likelihood = -402.6765
Iteration 4: log restricted-likelihood = -402.67649
Computing standard errors:
Mixed-effects REML regression Number of obs = 1584
Group variable: SIC_twodigits Number of groups = 41
Obs per group: min = 1
avg = 38.6
max = 223
Wald chi2(13) = 191.59
Log restricted-likelihood = -402.67649 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
q0 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
number_brands| 6.07e-07 3.26e-07 1.86 0.063 -3.17e-08 1.25e-06
market_share | 4.82e-07 5.35e-07 0.90 0.368 -5.67e-07 1.53e-06
intensity | -2.89e-07 1.89e-07 -1.53 0.127 -6.61e-07 8.19e-08
satisfaction | 1.13e-06 1.23e-06 0.91 0.362 -1.29e-06 3.55e-06
channels | 8.73e-07 6.75e-07 1.29 0.196 -4.51e-07 2.20e-06
margin | -1.01e-07 1.81e-06 -0.06 0.956 -3.65e-06 3.45e-06
sga0 | -.2298161 .0529948 -4.34 0.000 -.3336839 -.1259482
rd0 | .4689618 .2057867 2.28 0.023 .0656273 .8722963
cogs0 | -.0318355 .0196152 -1.62 0.105 -.0702805 .0066095
lppe0 | .0773692 .0123622 6.26 0.000 .0531397 .1015986
income0 | 2.25e-06 1.05e-06 2.13 0.033 1.80e-07 4.31e-06
lassets0 | -.1549344 .0140697 -11.01 0.000 -.1825104 -.1273583
leverage0 | .0466289 .0314185 1.48 0.138 -.0149503 .1082081
_cons | 1.733769 .0847409 20.46 0.000 1.567679 1.899858
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
SIC_twodig~s: Independent |
sd(number_brands) | 1.41e-06 3.05e-07 9.24e-07 2.16e-06
sd(market_share) | 1.90e-06 5.43e-07 1.09e-06 3.33e-06
sd(intensity) | 3.25e-07 4.29e-07 2.46e-08 4.30e-06
d(satisfaction) | 4.52e-06 1.41e-06 2.46e-06 8.33e-06
sd(channels) | 2.35e-06 7.48e-07 1.26e-06 4.39e-06
sd(margin) | 3.19e-06 2.16e-06 8.44e-07 .000012
sd(_cons) | .213759 .0411126 .1466262 .3116286
-----------------------------+------------------------------------------------
sd(Residual) | .2680915 .0051176 .2582465 .2783118
------------------------------------------------------------------------------
LR test vs. linear regression: chi2(7) = 486.25 Prob > chi2 = 0.0000
Note: LR test is conservative and provided only for reference.
Lisa Schöler
Professur für BWL, insb. Electronic Commerce
Goethe-Universität Frankfurt
Grüneburgplatz 1
60629 Frankfurt a.M.
Phone: ++49 69 798 34632
Fax: ++49 69 798 35001
Email: [email protected]
URL: www.ecommerce.wiwi.uni-frankfurt.de
_________________________________
Get serious about better marketing decisions - apply now!
http://www.goethe-master.de
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