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Re: st: xtmixed


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmixed
Date   Thu, 7 Oct 2010 14:39:27 +0100 (BST)

--- On Thu, 7/10/10, Schoeler, Lisa wrote:
> I am having trouble with the command -xtmixed-. After using
> the command below I get this output.
> Now I want to get an output with the individual betas for
> the independent variables for every SIC code. Can anybody
> help me with that?
> 
> .xtmixed q0 number_brands market_share intensity
> satisfaction channels margin sga0 rd0 cogs0 lppe0 income0
> lassets0 leverage0 ||  SIC_twodigits: _brands
> market_share intensity satisfaction channels margin
> -----------------------------------------------------
> number_brands|   6.07e-07   
> market_share |   4.82e-07   
<snip>
> -----------------------------------------------------
> -----------------------------------------------------
>   Random-effects Parameters 
> -------+---------------------------------------------
> sd(number_brands) |   1.41e-06  
> sd(market_share)  |   1.90e-06 
<snip>
> -------+---------------------------------------------

The size of the effects of your random variables and their 
variance worry me a great deal. Often this occurs when 
variables have a wrong scale for the model, for example 
annual income in $s rather than 1000s of $. If that is not 
the case then there is something very fishy going on with 
your model.

Once you have fixed your model you can use -predict- to get
your individual betas for the independent variables for 
every SIC code. See -help xtmixed postestimation-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------



      

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