[ME] estat recovariance -- Display estimated random-effects covariance
estat recovariance [, relevel(levelvar) correlation matlist_options]
Menu for estat
Statistics > Postestimation
estat recovariance is for use after estimation with menl, mixed,
meqrlogit, and meqrpoisson.
estat recovariance displays the estimated variance-covariance matrix of
the random effects for each level in the model.
relevel(levelvar) specifies the level in the model for which the
random-effects covariance matrix is to be displayed. By default, the
covariance matrices for all levels in the model are displayed.
levelvar is the name of the model level and is either the name of the
variable describing the grouping at that level or is _all, a special
designation for a group comprising all the estimation data. The _all
designation is not supported with menl.
correlation displays the covariance matrix as a correlation matrix.
matlist_options are style and formatting options that control how the
matrix (or matrices) is displayed; see [P] matlist for a list of
options that are available.
. webuse pig
. mixed weight week || id: week, covariance(unstructured)
Random-effects correlation matrix for level ID
. estat recovariance, correlation
estat recovariance stores the following in r():
r(relevels) number of levels
r(Cov#) level-# random-effects covariance matrix
r(Corr#) level-# random-effects correlation matrix (if option
correlation was specified)
For a G-level nested model, # can be any integer between 2 and G.