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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: interpreting distribution of theta in xtreg ,re theta |

Date |
Tue, 7 Apr 2009 10:42:09 +0200 |

<> Well, note in this example from Baum(2006), http://www.stata-press.com/books/imeus.html, theta is a constant with a "complete" panel, i.e. every unit is observed over all time periods. Run -xtdes- to see that. When you drop single observations randomly, you get a distribution for -theta- as the participation pattern in the panel is now no longer homogeneous... ************* *get data use http://www.stata-press.com/data/imeus/traffic, clear *regression with "complete" panel xtreg fatal beertax spircons unrate perincK, re the xtdes *make it incomplete drop if runiform()<0.1 xtreg fatal beertax spircons unrate perincK, re the xtdes ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von JOrsag@access.uzh.ch Gesendet: Dienstag, 7. April 2009 10:23 An: statalist@hsphsun2.harvard.edu Betreff: st: interpreting distribution of theta in xtreg ,re theta Hello everybody, Can somebody please help me with the following rather beginner problem of mine. Using STATA 8 I have computed couple of Regressions estimating Random effects usng xtreg ..., re theta which delivers the distribution of theta as well. From the STATA Manual I have understood that theta is an important component in estimating random effects, but I am not sure how to interpret the distribution in other words what is the optimal distribution and are there some distributions which could question the whole regression result? Thank you in advance for any comments and insight. Greetings, Jakub Orsag * * 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/

**Follow-Ups**:**st: AW: AW: interpreting distribution of theta in xtreg ,re theta***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: interpreting distribution of theta in xtreg ,re theta***From:*JOrsag@access.uzh.ch

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