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From |
P K <statistics_2009@yahoo.de> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 20 May 2009 16:15:48 -0700 (PDT) |

great, many thanks, Martin! here's the output I get: Variable | Mean Std. Dev. Min Max | Observations -----------------+--------------------------------------------+---------------- durati~e overall | .7401247 1.268624 0 6 | N = 481 between | .8008085 0 3 | n = 63 within | 1.026628 -2.259875 4.640125 | T-bar = 7.63492 | | siccha~e overall | .014553 .1198795 0 1 | N = 481 between | .0720134 0 .5 | n = 63 within | .1094909 -.485447 .914553 | T-bar = 7.63492 | | ukdum overall | .4116424 .4926434 0 1 | N = 481 between | .4895215 0 1 | n = 63 within | 0 .4116424 .4116424 | T-bar = 7.63492 | | frendum overall | .1580042 .3651246 0 1 | N = 481 between | .3958308 0 1 | n = 63 within | 0 .1580042 .1580042 | T-bar = 7.63492 | | lgcoun~y overall | 1.511525 .8059394 0 2.995732 | N = 481 between | .5820884 0 2.360973 | n = 63 within | .6050798 -.6089253 2.879957 | T-bar = 7.63492 | | mutdum overall | .0956341 .294395 0 1 | N = 481 between | .316794 0 1 | n = 63 within | 0 .0956341 .0956341 | T-bar = 7.63492 | | lloyli~m overall | .1288981 .335436 0 1 | N = 481 between | .3356296 0 1 | n = 63 within | 0 .1288981 .1288981 | T-bar = 7.63492 | | lloynl~m overall | .02079 .1428293 0 1 | N = 481 between | .1259882 0 1 | n = 63 within | 0 .02079 .02079 | T-bar = 7.63492 ----- Ursprüngliche Mail ---- Von: Martin Weiss <martin.weiss1@gmx.de> An: statalist@hsphsun2.harvard.edu Gesendet: Mittwoch, den 20. Mai 2009, 16:25:34 Uhr Betreff: Re: st: Re: random effects panel model - interpretation of rho=0 <> Very ture and my fault, conditioning on e(sample) only means the rows/observations used in estimation are summarized. To restrict to the covariates/columns, install Maarten`s -ssc d indeplist- and then, post-estimation: *** indeplist xtsum `r(X)' if e(sample) *** HTH Martin _______________________ ----- Original Message ----- From: "P K" <statistics_2009@yahoo.de> To: <statalist@hsphsun2.harvard.edu> Sent: Wednesday, May 20, 2009 10:20 PM Subject: AW: st: Re: random effects panel model - interpretation of rho=0 > Hi Martin, > > it gives me the summary of most variables in my dataset, which are far more than the ones used in the regression. Can I limit the command somehow to > the variables used in my estimation? ...otherwise I would have to create a separate dataset for the variables used in the regression... > > thanks > > > > ----- Ursprüngliche Mail ---- > Von: Martin Weiss <martin.weiss1@gmx.de> > An: statalist@hsphsun2.harvard.edu > Gesendet: Mittwoch, den 20. Mai 2009, 14:01:43 Uhr > Betreff: st: Re: random effects panel model - interpretation of rho=0 > > <> > > What does -xtsum if e(sample)- after estimation give you? > > > HTH > Martin > _______________________ > ----- Original Message ----- From: "P K" <statistics_2009@yahoo.de> > 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 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 -2.54 011 -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/ >> > > * > * 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/ > * * 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/

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

**st: Re: random effects panel model - interpretation of rho=0***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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

**Re: st: Re: random effects panel model - interpretation of rho=0***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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