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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: sigma_e sigma_u |

Date |
Wed, 12 Oct 2011 09:17:19 +0200 |

On Wed, Oct 12, 2011 at 6:07 AM, ningli wrote: > What exactly Stata commands are used to produce the sigma_e and sigma_u > in xtreg? I am not sure what you are looking for: - Do you want to get access to the estimates of sigma_e and sigma_u after you have estimated your model with -xtreg-? The answer is discussed in: M.L. Buis (2011) "Stata tip 97: Getting at rhos and sigmas", The Stata Journal, 11(2), pp. 315-317. - Do you want to know how Stata estimated these coefficients? The answer is maximum likelihood Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: sigma_e sigma_u***From:*ningli_yang@fastmail.fm

**References**:**st: sigma_e sigma_u***From:*ningli_yang@fastmail.fm

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