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st: -xtmixed- stored estimates


From   Edward M Foster <emfoster@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: -xtmixed- stored estimates
Date   Sat, 29 Jul 2006 12:54:52 -0400 (EDT)

Hi,

Where is -xtmixed- putting the estimated level-2 (higher) variance?


In this silly example (using the auto data), I'm sure stata is storing the
2.998226 (or a transformation of it) somewhere.  I can't seem to find it.

suggestions?

thanks,
Michael Foster
UNC-CH

. xtmixed trunk foreign || mpg :

Performing EM optimization:

Performing gradient-based optimization:

Iteration 0:   log restricted-likelihood = -199.14194
Iteration 1:   log restricted-likelihood = -199.14194

Computing standard errors:

Mixed-effects REML regression                   Number of obs      =
74
Group variable: mpg                             Number of groups   =
21

                                                 Obs per group: min =
1
                                                                avg =
3.5
                                                                max =
9


                                                 Wald chi2(1)       =
7.46
Log restricted-likelihood = -199.14194          Prob > chi2        =
0.0063

------------------------------------------------------------------------------
        trunk |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
      foreign |  -2.626966   .9617098    -2.73   0.006    -4.511882
-.7420492
        _cons |   14.21769   .8380563    16.97   0.000     12.57513
15.86025
------------------------------------------------------------------------------

------------------------------------------------------------------------------
   Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+------------------------------------------------
mpg: Identity                |
                    sd(_cons) |   2.998226   .7012791      1.895702
4.741969
-----------------------------+------------------------------------------------
                 sd(Residual) |   3.036442   .3012862      2.499804
3.688282
------------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) =    13.40 Prob >= chibar2 =
0.0001

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