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

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

Subject |
st: Re: random effects panel model - interpretation of rho=0 |

Date |
Wed, 20 May 2009 20:01:43 +0200 |

<> What does -xtsum if e(sample)- after estimation give you? HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> 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 andhave a question concerning the results: My output tells me that0% 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 Ifind this result a bit uncommon given that I test for a random effectsmodel andmy 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 =545Group variable: number Number of groups =64R-sq: within = 0.0138 Obs per group: min =2between = 0.1741 avg =8.5overall = 0.0168 max =10Random effects u_i ~ Gaussian Wald chi2(7) =9.16corr(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 -2.540.011 -1.597245 -.2053976sicchange | 2.527742 4.073774 0.62 0.535 -5.45670910.51219ukdum | .5491039 1.126746 0.49 0.626 -1.6592772.757485frendum | -1.780095 1.522111 -1.17 0.242 -4.7633781.203189regnlistdum | -.6389011 1.09439 -0.58 0.559 -2.7838651.506063mutdum | .9720512 1.790017 0.54 0.587 -2.5363184.48042lgcount_st~y | -.2016355 .6181168 -0.33 0.744 -1.4131221.009851_cons | 1.249498 1.361879 0.92 0.359 -1.4197353.918731-------------+---------------------------------------------------------------- sigma_u | 0 sigma_e | 11.774903 rho | 0 (fraction of variance due to u_i) ------------------------------------------------------------------------------ * * 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**:**AW: st: Re: random effects panel model - interpretation of rho=0***From:*P K <statistics_2009@yahoo.de>

**References**:**st: random effects panel model - interpretation of rho=0***From:*P K <statistics_2009@yahoo.de>

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