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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: random effects panel model - interpretation of rho=0
Date   Wed, 20 May 2009 20:16:24 +0200

<>

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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