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Re: st: sigma u listed as zero despite unit variance

From   Constantine Daskalakis <[email protected]>
To   [email protected]
Subject   Re: st: sigma u listed as zero despite unit variance
Date   Tue, 24 Feb 2004 15:07:43 -0500

At 11:14 AM 2/24/2004, Amber E. Boydstun wrote:
Hi Mark,

Thanks for your help! You're right that when I run normal OLS I get the same
results (posted below). Can you tell me, is the reason that the random effects
estimator has degenerated into the OLS estimator that I have such a small range
of variance of mean dependent variable values across my units (from .6603999 to
.6897267)? I guess I just thought that this small range would still count as
SOME amount of random error that would register as a very small sigma_u, but
something slightly greater than zero. Thanks again.

- Amber
The variability you're referring to is the margninal (unconditional) variability of the outcome. It is small to begin with, and once you condition on the variables you have in the model, there's essentially no leftover variability for a random effect. That would be my guess.

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Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: [email protected]
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