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st: AW: Storing random intercept estimation? (xtmixed?)


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Storing random intercept estimation? (xtmixed?)
Date   Thu, 17 Sep 2009 23:10:57 +0200

<> 



*************
webuse childweight, clear

xtmixed weight /*age */  || id:, /* 
 */ var
 
di (exp([lns1_1_1]_b[_cons]))^2
di (exp([lnsig_e]_b[_cons]))^2

//post them to process further
 nlcom (sdcons: (exp([lns1_1_1]_b[_cons]))^2) /*
  */ (sdresidual: (exp([lnsig_e]_b[_cons]))^2), post

mat l e(b)
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Christian Weiß
Gesendet: Donnerstag, 17. September 2009 23:03
An: statalist
Betreff: st: Storing random intercept estimation? (xtmixed?)

Dear Statalist,


using a textbook example on birthweight I estimated the following
model: xtmixed birwt ||: momid:, variance
yielding


----------------------------------------------------------------------------
--
       birwt |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
       _cons |   3467.969   7.138554   485.81   0.000     3453.977
3481.96
----------------------------------------------------------------------------
--

----------------------------------------------------------------------------
--
  Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+----------------------------------------------
--
momid: Identity              |
                  var(_cons) |     135686   4755.874      126677.6
145335
-----------------------------+----------------------------------------------
--
               var(Residual) |   142625.4   2965.965      136929.1
148558.7
----------------------------------------------------------------------------
--
LR test vs. linear regression: chibar2(01) =  1316.12 Prob >= chibar2 =
0.0000

with "di _b[_cons]" I can display (and thus process) the estimated
coefficient of birwt. However, I would like to process the estimated
variance components of the random intercept (i.e. var(_cons) and
var(Residual).

How can adress these values?

Best,
Chris




Viele Grüße
Christian

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