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st: Interpretation of Variace Estimates (xtmixed)


From   Christian Weiß <mail@cweiss.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpretation of Variace Estimates (xtmixed)
Date   Mon, 31 Aug 2009 17:14:05 -0400

Dear Statalisters,

Please assume xtmixed ,variance yields the following result.

------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
Variable1: Identity |
var(_cons) | 100.000 70.000 54.22297 415.9787
-----------------------------+-----------------------------------------------
Variable2: Identity |
var(_cons) | 10.0000 6.000 4.254477 36.79754
-----------------------------+------------------------------------------------
var(Residual) | 400.000 40.000 397.8473 465.2598
------------------------------------------------------------------------------

Is it 'correct' to conclude that this estimated model yields a total
variance of 510 (100+10+400) and accordingly variable1 explains about
20% and variable 2% of the total model or is that a total
misinterpretation?

Thx a lot,
Chris
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