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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 20 May 2009 20:15:37 +0200 |

One definition of Rho (I am not sure if Stata uses this definition) is : (MSb - MSw)/((MSb + (k-1)*MSw)) Where, k is the average group size; MS=mean square; b=between; w=within.

Best, J. ____________________________________________________ Prof. John Antonakis Associate Dean Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis&cl=en Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 20.05.2009 19:52, P K wrote:

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 andmy theory predicts a lot of variation between my subjects.Could there by any mistake in the analysis?Thanks,PatHere'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) ------------------------------------------------------------------------------* * 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/

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

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