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Re: st: sd(constant) with xtmixed


From   Carmen Blanco <blnco.mc@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: sd(constant) with xtmixed
Date   Fri, 8 Feb 2013 12:31:01 +0100

I appreciate your help, Maarten. I have solved my problem.
I need to solve other question if you want, please. Do you know what
method is used to calculate rho in residuals ar(1) with xtmixed
estimation. I´m not sure if it is Durbin-Watson or another method.

Thanks

C.B.

2013/2/8 Maarten Buis <maartenlbuis@gmail.com>:
> On Fri, Feb 8, 2013 at 11:55 AM, Carmen Blanco wrote:
>> In my multilevel estimation Stata reports me sd(constant)  at the
>> level 95% of significance. Could someone tell me, please, how to
>> calculate sd(constant) at the level 99% of significance in xtmixed
>> estimation.
>
> In a multilevel random effects model you assume that the constant
> differs across higher level units (persons if you have multiple
> measurement on the same persons, classrooms if you have students
> nested in classrooms, herds if you have cows nested in herds, etc.).
> You do not measure the different constants but assume that they follow
> a normal distribution, and you estimate the standard deviation of that
> distribution. That is what sd(constant) is. So there is no level of
> significance associated with that estimate, the point estimate is just
> what it is and it won't change if you change the level of
> significance.
>
> There is a level of significance associated with the confidence
> interval around sd(constant). You can change that by adding the
> -level(99)- option to your estimation command.
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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