Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Xtregar interpretation


From   Jeffrey Simons <jsimons@usd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Xtregar interpretation
Date   Mon, 04 Oct 2004 11:34:14 -0500

What does it signify if sigma_u (and thus theta and rho_fov) equal 0 in a
random effects xtregar model? In looking at the formula, it seems that this
indicates that the individual level constant is zero. I am unclear what this
signifies from an interpretive (diagnostic) standpoint regarding the model I
am trying to run. This seems to occur as I increase the complexity of the
model and I was wondering if this suggests that some of the terms are
inappropriate to include.

Input will be most appreciated.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index