Stata 15 help for estat df

[ME] estat df -- Calculate degrees of freedom for fixed effects

Syntax

estat df [, method(df_methods) post[(df_method)] eim oim]

Menu for estat

Statistics > Postestimation

Description

estat df is for use after estimation with mixed.

estat df calculates and displays the degrees of freedom (DF) for each fixed effect using the specified methods. This allows for a comparison of different DF methods. estat df can also be used to continue with postestimation using a different DF method without rerunning the model.

Options

method(df_methods) specifies a list of methods to compute DF. The supported methods are residual, repeated, anova, satterthwaite, and kroger; more than one method may be specified. Methods satterthwaite and kroger are only available with REML estimation. If option dfmethod() was not specified in the most recently fit mixed model, then option method() is required. See Small-sample inference for fixed effects under Remarks and examples in [ME] mixed for more details.

post causes estat df to behave like a Stata estimation command. When post is specified, estat df will post the DF for each fixed effect as well as everything related to the DF computation to e() for the method specified in method(). Thus, after posting, you could continue to use this DF for other postestimation commands. For example, you could use test, small to perform Wald F tests on linear combination of the fixed effects.

post may also be specified using the syntax post(df_method). You must use this syntax if you specify multiple df_methods in option method(). With this syntax, estat df computes the DF using the method specified in post() and stores the results in e(). Only one computation method may be specified using the syntax post().

The df_method specified in post() must be one of the DF methods specified in option method(). If only one method is specified in option method(), then one can simply use post to make this DF method active for postestimation and for mixed replay.

eim specifies that the expected information matrix be used in the DF computation. It can be used only when method() contains kroger or satterthwaite. eim is the default.

oim specifies that the observed information matrix be used in the DF computation. It can be used only when method() contains kroger or satterthwaite.

Examples

Setup . webuse pig . mixed weight i.week || id:, reml

Calculate and compare the DFs using three different methods . estat df, method(kroger anova repeated)

Post the kroger method to e() . estat df, method(kroger) post

Stored results

estat df stores the following in r():

Macros r(dfmethods) DF methods

Matrices r(df) parameter-specific DF for each method specified in method() r(V_df) variance-covariance matrix of the estimators when kroger method is specified

If post() is specified, estat df also stores the following in e():

Scalars e(F) overall F test statistic for the method specified in post() e(ddf_m) model DDF for the method specified in post() e(df_max) maximum DF for the method specified in post() e(df_avg) average DF for the method specified in post() e(df_min) minimum DF for the method specified in post()

Macros e(dfmethod) DF method specified in post() e(dftitle) title for DF method

Matrices e(df) parameter-specific DFs for the method specified in post() e(V_df) variance-covariance matrix of the estimators when kroger method is posted


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