Roger Newson <[email protected]> inquires about vectorizing degrees
of freedom calculations in -xtmixed-, and other Stata estimation commands
for that matter:
[...]
> My query is as follows. Does StataCorp have plans, especially plans that can
> be revealed, for implementing vector degrees of freedom in estimation
> commands? And, if so, will there be a convention for storing the vector
> degrees of freedom as an estimation result? (For instance, the vector
> degrees of freedom might be stored in a row vector with length colsof(e(b)),
> named e(df_vec).) I ask because I am considering the possibility of
> introducing vector degrees of freedom for some of my commands, and would
> like my programs to use similar terminology to StataCorp's if possible.
While we have thought of doing this with -xtmixed-, as of this time such
consideration would be specific to only that command. As such, you are
unlikely to stomp on any Stata general convention for how these things are
handled. Who knows, we may even decide to go with your way.
--Bobby
[email protected]
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