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st: RE: -xtmixed- stored estimates


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -xtmixed- stored estimates
Date   Sat, 29 Jul 2006 12:49:18 -0500

The logged values are returned in e(b)


. sysuse auto ,clear
(1978 Automobile Data)

. xtmixed trunk foreign || mpg :, nohead nofetable nolog

---------------------------------------------------------------------------
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

. matrix coef= e(b)

. disp exp(coef[1,3])
2.9982258

. disp exp(coef[1,4])
3.0364422

Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Edward M Foster
> Sent: Saturday, July 29, 2006 11:55 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: -xtmixed- stored estimates
> 
> 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


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