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st: How to model heterogeneity in level 1 residual variance (sigma^2)?


From   "HsienYuan Hsu" <hsuhy0914@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to model heterogeneity in level 1 residual variance (sigma^2)?
Date   Wed, 19 Mar 2008 13:29:41 -0500

Dear all,

I am tring to model heterogeneity in level 1 residual variance (sigma^2).

In my model, I have
DV: mathach
IV: Female

If I use the syntax:
xtmixed  mathach female || id:female , cov(unstruct) nocons , ml

It gives me "one sigma^2.  However, I want to model the sigma^2 for
male and female, respectively.
Does any expert know the syntax?
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