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From | Carmen Blanco <blnco.mc@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: sd(constant) with xtmixed |
Date | Fri, 8 Feb 2013 12:31:01 +0100 |
I appreciate your help, Maarten. I have solved my problem. I need to solve other question if you want, please. Do you know what method is used to calculate rho in residuals ar(1) with xtmixed estimation. I´m not sure if it is Durbin-Watson or another method. Thanks C.B. 2013/2/8 Maarten Buis <maartenlbuis@gmail.com>: > On Fri, Feb 8, 2013 at 11:55 AM, Carmen Blanco wrote: >> In my multilevel estimation Stata reports me sd(constant) at the >> level 95% of significance. Could someone tell me, please, how to >> calculate sd(constant) at the level 99% of significance in xtmixed >> estimation. > > In a multilevel random effects model you assume that the constant > differs across higher level units (persons if you have multiple > measurement on the same persons, classrooms if you have students > nested in classrooms, herds if you have cows nested in herds, etc.). > You do not measure the different constants but assume that they follow > a normal distribution, and you estimate the standard deviation of that > distribution. That is what sd(constant) is. So there is no level of > significance associated with that estimate, the point estimate is just > what it is and it won't change if you change the level of > significance. > > There is a level of significance associated with the confidence > interval around sd(constant). You can change that by adding the > -level(99)- option to your estimation command. > > Hope this helps, > Maarten > > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/