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


From   Christoph Birkel <christoph.birkel@soziologie.uni-halle.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question regarding results saved in e() after xtreg, fe
Date   Mon, 15 Jun 2009 20:27:04 +0200

Scott,

many thanks for the hint.

Best,

Christoph

Scott Merryman schrieb:

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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Christoph Birkel, M.A.
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Fax.: ++ 49 3 45 / 55 27 14 9 http://www.soziologie.uni-halle.de/birkel/



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