st: Significance Tests for Individual Random Effect Parameters/Variance Components in Hierarchical Linear Modeling

[Anthony Fulginiti <fulginitipsy@yahoo.com>]

Hello Everyone,

At first, I was somewhat hesitant to post this question thinking that perhaps I have overlooked the obvious (which still may be the case).  In the end, I have grown weary of searching so pose this question to you.  

I was working on a manuscript a few months ago using hierarchical linear modeling to examine group differences in self-esteem over time.  During the manuscript preparation, I was reviewing many articles and books using hierarchical linear modeling and noticed that results for individual random effect parameters/variance components were usually accompanied by a chi-square/z statistic and a specific probability value.  However, in the STATA output, the random effect parameters are listed with an estimate, standard error and 95% confidence interval but no such chi-square/z statistic or specific probability value.  

Is there a way for STATA to produce such a statistic/probability value (via conducting significance tests) for the individual random effect parameters?  If so, how?



Thanks in advance for your feedback!


Respectfully, Anthony 
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