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Re: st: the mixed command and accessing the estimated variances of random effects
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: the mixed command and accessing the estimated variances of random effects
Date
Thu, 20 Mar 2014 08:56:00 +0100
On Thu, Mar 20, 2014 at 12:06 AM, Ben Highton wrote:
> I am estimating the model below and want to make some predictions while
> taking into account uncertainty. I can easily get the fixed effect
> estimates and standard errors (_b[x]; _se[x]) but I can't seem to find a
> way to get the estimated variances and standard errors for the random
> effects.
>
> mixed y x1 || _all:R.z1 || _all:R.z2
That is discussed here:
M.L. Buis (2011) "Stata tip 97: Getting at rhos and sigmas", The Stata
Journal, 11(2), pp. 315-317.
http://www.maartenbuis.nl/publications/sigma_rho.html
Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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