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Re: Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
From
alejandro lopez-feldman <[email protected]>
To
[email protected]
Subject
Re: Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
Date
Wed, 30 Mar 2011 10:16:50 -0600
Theresa,
Thanks for the clarification.
Alejandro
2011/3/30 Theresa M. Boswell, StataCorp <[email protected]>:
> Alejandro Lopez-Feldman <[email protected]> writes:
>
>> I agree with Eric that the FAQ needs to be corrected as normality is
>> not required when doing the GLS version of RE. That is why I am
>> wondering about that part of the output from xtreg, re.
>
> Eric and Alejandro are correct in their assertions that the GLS estimates
> produced by -xtreg, re- are not predicated on a Gaussian distribution for the
> random effects.
>
> We will fix the output in a future ado update. The related FAQ will also be
> changed accordingly.
>
> --Theresa
> [email protected]
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>
--
-------------------------
Alejandro López-Feldman
Profesor-Investigador
CIDE, División de Economía
+(52) 5727-98-00 ext. 2736
http://www.cide.edu/investigador/profile.php?IdInvestigador=1195
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/