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

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

The command line is easy to construct from the output already available. I 
bet it began with -xtreg- and ended in the option -re- or nothing, as -re- 
is the default. In between, the vars mentioned in the output will appear...


HTH
Martin
_______________________
----- Original Message ----- 
From: "Villa Lora, Juan Miguel" <JUANMIGUELV@Contractual.iadb.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, May 20, 2009 8:02 PM
Subject: st: RE: random effects panel model - interpretation of rho=0


> I would need further information. Please copy the result of the execution 
> of the command xtdes and the command line of the regress..., re
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of P K
> Sent: Miércoles, 20 de Mayo de 2009 01:52 p.m.
> To: statalist@hsphsun2.harvard.edu
> 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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