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Re: st: constraining residual variance in xtmixed

From   Michael Hanson <>
Subject   Re: st: constraining residual variance in xtmixed
Date   Wed, 4 Jul 2007 10:07:33 -0400

On Jul 3, 2007, at 8:44 PM, wrote:

I saw that xtmixed does not support constraints. In my model I want to
fix the residual variance to the known value of 0. If anyone having an
idea about that, I would appreciate letting me know.
I don't know the context or details of your specification, but shouldn't an error component that has zero variance be observationally equivalent to a fixed effect? In that case, you may be able to use a dummy variable approach. Otherwise, I think you'll need to be clearer about the identifying assumptions you have in mind for anyone to give you a useful answer. Hope that helps.

-- Mike

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