<>
The manual is a little terse on this point. I got my info re -nlocm- from
http://www.stata.com/statalist/archive/2008-06/msg00389.html
It seems not many questions have been asked with respect to this issue,
either.
I do find it weird that the se for rho is not returned, as it is (probably)
a prominent ingredient to the LR test at the bottom of -xtlogit- output...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ben Jann
Gesendet: Mittwoch, 11. Februar 2009 10:55
An: [email protected]
Betreff: Re: st: Re: estout and xtlogit
To see a list of the returned results type
. ereturn list
after running xtlogit. I seems xtlogit does not return the SEs of rho
and sigma_u. You'd have to compute them yourself and add them to the
results before being able to tabulate them. For example, the SE of
sigma_u can be computed as follows:
. webuse union, clear
. xtlogit union age grade not_smsa south southXt
. estadd scalar se_sigma_u = [lnsig2u]_se[_cons] *
exp([lnsig2u]_b[_cons]/2)/2
. esttab, sca(rho sigma_u se_sigma_u)
Don't ask me about the SE of rho. Maybe check the manual.
ben
On Wed, Feb 11, 2009 at 9:59 AM, Hilde Karlsen <[email protected]> wrote:
> Thank you so much; it worked! However, it would be great if also standard
> errors for rho and sigma_u could be presented in this table. I tried this
> command:
>
> esttab, sca(rho sigma_u) se brackets
>
> ...but it leaves me with se only for B's and lnsig2u, - not for rho and
> sigma_u. Any suggestions?
>
> Regards,
> Hilde
>
>
> On 10.02.2009 19:55, Martin Weiss wrote:
>>
>> <>
>>
>> *******
>> webuse union, clear
>> xtlogit union age grade not_smsa south southXt
>> esttab, sca(rho sigma_u)
>> *******
>>
>> HTH
>> Martin
>> _______________________
>> ----- Original Message ----- From: "Hilde Karlsen" <[email protected]>
>> To: <[email protected]>
>> Sent: Tuesday, February 10, 2009 7:28 PM
>> Subject: st: estout and xtlogit
>>
>>
>>> Hi, all!
>>>
>>> I could need some help regarding the estout command for xtlogit, and I
>>> would really appreciate any suggestions on this issue. I have estimated
a
>>> multilevel model using xtlogit, and as I would like to have the results
more
>>> neatly presented, I used the estout-command. However, for some reason,
>>> estimates and standard errors for sigma_u and rho are not present in the
>>> estout-output (only for the /lnsig2u)
>>>
>>> My question is therefore: how can I include estimates for sigma_u and
rho
>>> in the estout-table?
>>>
>>>
>>> Regards,
>>>
>>> Hilde Karlsen
>>>
>>>
>>>
>>> I don't know if this is helpful, but here is my estout-syntax:
>>>
>>> estout using reging2.txt, eqlab("" "/lnsig2u ln of variance sigma_u "
>>> "sigma_u L2 BS-variance" "rho Intraclass corr", none) replace
style(fixed)
>>> prehead("Model I: The probability of leaving nursing")
>>>
posthead("------------------------------------------------------------------
-")
>>> cells("b(fmt(%9.3f) star label(Coef)) se(fmt(%9.3f) label (Std Err))")
label
>>> varwidth(30) varlabels(_cons "Constant")
>>>
prefoot("-------------------------------------------------------------------
-")
>>> stats(N, fmt(%9.0g))
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
> --
>
> Hilde Karlsen
> Høgskolen i Oslo
> sg29/SG500
> 22 45 27 47
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
