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st: standard errors for varience components on a second order polynomial using 3 observations
From
"Mustillo, Thomas J" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: standard errors for varience components on a second order polynomial using 3 observations
Date
Fri, 21 Jan 2011 21:29:20 +0000
Hi. I have a panel dataset of 3 observations on an outcome variable, vote%, for a political party competing in 50 electoral districts. I use a two-level model (time nested in district), with time measured as 0, 1, and 2 to correspond with three consecutive elections. I'm trying to derive variance components on a second-order polynomial, but find that Stata does not yield all standard errors on the random effects. A plot of the data show a clear 2nd order polynomial form, and the estimates of the random effects seem sensible, but I wonder: Why the failure to compute the standard errors?
The model I estimate:
.xtmixed vote% time time^2 ||district: time time^2, mle cov(unstr)
Two examples of parties with problematic results:
Example 1:
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
district: Unstructured |
sd(t) | 4.523789 .8339028 3.152058 6.492478
sd(t_2) | 1.282918 .2985322 .8130666 2.024285
sd(_cons) | 4.851168 .7807332 3.538803 6.650224
corr(t,t_2) | -.9799059 . . .
corr(t,_cons) | -.9609035 .013391 -.9800929 -.923927
corr(t_2,_cons) | .8866836 .0240602 .8292161 .9256002
-----------------------------+------------------------------------------------
sd(Residual) | .4832775 .1806657 .2322674 1.005553
------------------------------------------------------------------------------
Example 2:
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
districtid: Unstructured |
sd(t) | 5.255947 . . .
sd(t_2) | 1.6143 . . .
sd(_cons) | 4.185948 . . .
corr(t,t_2) | -.9894518 . . .
corr(t,_cons) | -.9597653 . . .
corr(t_2,_cons) | .9101291 . . .
-----------------------------+------------------------------------------------
sd(Residual) | .8413581 . . .
------------------------------------------------------------------------------
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