Re: st: esttab and xtmixed

[Carsten Sauer <carsten.sauer@uni-bielefeld.de>]

You could use the equations option which is described in help estout 
(and can be used with esttab).
Use the transform option like - transform(#*: exp(@) exp(@)) - to unlog 
variances.

Carsten



Am 15.01.2012 03:17, schrieb klrobson@yorku.ca:
> Dear Statalist
>
> I am having what seems like a simple problem that I cannot solve. I have
> multiple xtmixed estimations that I want to present in the same table.
>
>
> xtmixed y x1 x2 || id:, mle
> estimates store a1
> xtmixed y x1 x2 || id: x1, covariance (unstructured), mle
> estimates store a2
> xtmixed y x1 x2 || id: x1 x2, covariance (unstructured), mle
> estimates store a3
> esttab a*
>
> The problem is that in the random coefficient models, the ordering of the
> lns1_1_1 changes meaning/order once random intercepts are added to the model.
> In the first model lns1_1_1 is the random intercept variance, but in the second
> model, it is the random slope variance for x1. Plus variance parameters need to
> be "unlogged".
>
> I know how to create tables separately for the different estimations, but I just
> want to create one giant table in one fell swoop where all the parameters are on
> the right lines. I've messed around with scalars and macros but it seems like
> there must be something easier that I've overlooked.
>
> Any help greatly appreciated.
>
> KR
>
>
> ----- End forwarded message -----
>
>
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--

Carsten Sauer
SFB 882 "Von Heterogenitäten zu Ungleichheiten"
Teilprojekt A6 "Die Legitimation von Ungleichheiten - Strukturelle Bedingungen von Gerechtigkeitseinstellungen"
Fakultät für Soziologie
Universität Bielefeld
Postfach 10 01 31
33501 Bielefeld
Tel.: 0521 106-67291/-6948 (Sekr. Frau Fischer)
Fax: 0521 106-6479

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