Stata 15 help for estat recovariance

[ME] estat recovariance -- Display estimated random-effects covariance matrices


estat recovariance [, relevel(levelvar) correlation matlist_options]

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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.


Setup . webuse pig . mixed weight week || id: week, covariance(unstructured)

Random-effects correlation matrix for level ID . estat recovariance, correlation

Stored results

estat recovariance stores the following in r():

Scalars r(relevels) number of levels

Matrices 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.

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