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What does -xtsum if e(sample)- after estimation give you?
HTH
Martin
_______________________
----- Original Message -----
From: "P K" <[email protected]>
To: <[email protected]>
Sent: Wednesday, May 20, 2009 7:52 PM
Subject: st: random effects panel model - interpretation of rho=0
Hi,
I run a random effects panel model of 64 subjects for 10 years each and
have a question concerning the results: My output tells me that
0% of the variance of the dependent variable is between subjects and 100%
is within subjects (rho).
I am not sure whether I understand the interpretation correctly, but I
find this result a bit uncommon given that I test for a random effects
model and
my theory predicts a lot of variation between my subjects.
Could there by any mistake in the analysis?
Thanks,
Pat
Here's the STATA output:
Random-effects GLS regression Number of obs =
545
Group variable: number Number of groups =
64
R-sq: within = 0.0138 Obs per group: min =
2
between = 0.1741 avg =
8.5
overall = 0.0168 max =
10
Random effects u_i ~ Gaussian Wald chi2(7) =
9.16
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.2416
------------------------------------------------------------------------------
AverCh~2adj2 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
duration_c~e | -.9013214 .3550697 -2.54
0.011 -1.597245 -.2053976
sicchange | 2.527742 4.073774 0.62 0.535 -5.456709
10.51219
ukdum | .5491039 1.126746 0.49 0.626 -1.659277
2.757485
frendum | -1.780095 1.522111 -1.17 0.242 -4.763378
1.203189
regnlistdum | -.6389011 1.09439 -0.58 0.559 -2.783865
1.506063
mutdum | .9720512 1.790017 0.54 0.587 -2.536318
4.48042
lgcount_st~y | -.2016355 .6181168 -0.33 0.744 -1.413122
1.009851
_cons | 1.249498 1.361879 0.92 0.359 -1.419735
3.918731
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | 11.774903
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
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