Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: sigma_u is zero -xtregar-

From   Carmen Blanco <>
Subject   st: sigma_u is zero -xtregar-
Date   Sat, 3 Nov 2012 13:20:29 +0100

Dear statalist,

I have an unbalanced panel data with AR 1 and I have some problems.

Breusch-Pagan test tell me that the model is not OLS. In fact, it is a
panel data (Particularly it is a random-effects model because Hausman
test confirm me this).

But I´m very confused about why the sigma_u listed in the output from
a random effect model reports a value of zero. So,I have 3 questions:

1) Could someone please tell me what this means?

2) Could someone please tell me how can I generate the significance of
this test from xtregar estimation?

3) And could someone please tell me why in the random effects model
does not generate a F test to check the significance of this test?



*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index