re: st: variance components from random-effects ANOVA?

[David Airey <david.airey@earthlink.net>]

I think you need to work these up from what's left behind by ANOVA, or 
see if another command does the trick (xtreg?, xtci?). I don't know if 
recent changes in what's left behind with ANOVA help this effort.

May Boggess discussed code for intraclass correlations with > 1 random 
effect:

http://www.stata.com/statalist/archive/2003-10/msg00804.html

Here's a blurb from UNC:

http://www.unc.edu/atn/statistical/applications/stata/statafaq.html#q21

"Can Stata perform ANOVA with both random and fixed effects and 
estimate the variance components?

Yes. Stata has several commands for doing most everything that SAS's 
proc GLM and proc Mixed. They include the -glm- and the -xt- set of 
commands. However, I don't believe Stata can estimate variance 
components in a linear model with more than two levels of random errors 
(which it can do with xtreg). Although Stata has a "general" ANOVA 
package, you have to tell it which are the appropriate error terms for 
testing various effects in complicated mixed and/or partially nested 
models. Even so, it won't provide estimates of the variance 
components."

-Dave

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