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Re: st: Question regarding results saved in e() after xtreg, fe


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question regarding results saved in e() after xtreg, fe
Date   Mon, 15 Jun 2009 12:53:36 -0500

It is the standard deviation of v_i + e_it.

See [XT], page 412.

Scott


2009/6/15 Christoph Birkel <christoph.birkel@soziologie.uni-halle.de>:
> Dear all,
>
> after running -xtreg, fe- , a scalar named e(sigma) is saved. I wonder what
> it contains exactly. In the Longitudinal/Panel Data Manual Release 10,
> e(sigma) is decribed as „ancillary parameter (gamma, lnormal)“ (the
> help-file for xtreg postestimation contains the same description); but what
> kind of ancillary parameter is this, and for which purpose might it be
> useful?
>

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