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From   "Aparna Mathur" <mathur@econ.bsos.umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Date   Thu, 28 Oct 2004 19:57:57 -0400

Hi,
I just had a quick question. In the output for random effects probit,
Stata reports a sigma_u coefficient and estimated rho coefficient. Am I
right in thinking that sigma_u is iid over i and t , while the variance
of the random effect term has to be calculated using
(rho.sigma(u)^2)/1-rho?

Thanks,
Aparna

Aparna Mathur
Ph.D Candidate
Department of Economics
3115M Tydings Hall
University of Maryland,College Park
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