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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: Accessing random coefficients in xtmixed |

Date |
Fri, 11 Dec 2009 23:33:20 +0100 |

<> To gain access to the results returned by -nlcom-, you want to use the -post- option. Note your -xtmixed- results will be overwritten, so you may want to -estimates save- beforehand. ******* webuse pig, clear xtmixed weight week || id: week nlcom(sd_week: exp(_b[lns1_1_1:_cons])) /* */ (sd_cons: exp(_b[lns1_1_2:_cons])) /* */ (sd_res: exp(_b[lnsig_e:_cons])), post mat l e(b) di in r _b[sd_week] ******* HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Freitag, 11. Dezember 2009 23:29 To: statalist@hsphsun2.harvard.edu Subject: st: RE: Accessing random coefficients in xtmixed <> You have to undo Stata`s transformations, that much is true: ******* webuse pig, clear xtmixed weight week || id: week nlcom(sd_week: exp(_b[lns1_1_1:_cons])) /* */ (sd_cons: exp(_b[lns1_1_2:_cons])) /* */ (sd_res: exp(_b[lnsig_e:_cons])) ******* HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Andrew Spiegelman Sent: Freitag, 11. Dezember 2009 23:21 To: statalist@hsphsun2.harvard.edu Subject: st: Accessing random coefficients in xtmixed I am running the following model: xtmixed depvar indepvar || groupvar: indepvar, cov(unstr) mle and I want to access the random effects parameters that Stata calculates. For example, I'd like to be able to refer to sd(indepvar) in later work. Normally this is done with _b[indepvar]. In more complex cases, one refers to the equation name first, as described here (http://www.stata.com/support/faqs/stat/streg.html). Normally, one can find the equation names by typing "matrix list e(V)" or "matrix list e(b)." However, Stata does not seem to list the standard deviation for indepvars in these matrix lists. That is, the random part of the coefficient on indepvar, which is listed prominently in the Stata output under Groupvar: Unstructured (it appears as sd(indepvar)), is not shown anywhere in e(b) or e(V). Is there any way to access/reference the estimated random-effects parameters in xtmixed? * * 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: Accessing random coefficients in xtmixed***From:*Andrew Spiegelman <aspiege@gmail.com>

**st: RE: Accessing random coefficients in xtmixed***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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