[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Villa Lora, Juan Miguel" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: random effects panel model - interpretation of rho=0 |

Date |
Wed, 20 May 2009 14:02:56 -0400 |

```
I would need further information. Please copy the result of the execution of the command xtdes and the command line of the regress..., re
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of P K
Sent: Miércoles, 20 de Mayo de 2009 01:52 p.m.
To: [email protected]
Subject: st: random effects panel model - interpretation of rho=0
Hi,
I run a random effects panel model of 64 subjects for 10 years each and have a question concerning the results: My output tells me that 0% of the variance of the dependent variable is between subjects and 100% is within subjects (rho).
I am not sure whether I understand the interpretation correctly, but I find this result a bit uncommon given that I test for a random effects model and my theory predicts a lot of variation between my subjects.
Could there by any mistake in the analysis?
Thanks,
Pat
Here's the STATA output:
Random-effects GLS regression Number of obs = 545
Group variable: number Number of groups = 64
R-sq: within = 0.0138 Obs per group: min = 2
between = 0.1741 avg = 8.5
overall = 0.0168 max = 10
Random effects u_i ~ Gaussian Wald chi2(7) = 9.16
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.2416
------------------------------------------------------------------------------
AverCh~2adj2 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------
-------------+------
duration_c~e | -.9013214 .3550697 -2.54 0.011 -1.597245 -.2053976
sicchange | 2.527742 4.073774 0.62 0.535 -5.456709 10.51219
ukdum | .5491039 1.126746 0.49 0.626 -1.659277 2.757485
frendum | -1.780095 1.522111 -1.17 0.242 -4.763378 1.203189
regnlistdum | -.6389011 1.09439 -0.58 0.559 -2.783865 1.506063
mutdum | .9720512 1.790017 0.54 0.587 -2.536318 4.48042
lgcount_st~y | -.2016355 .6181168 -0.33 0.744 -1.413122 1.009851
_cons | 1.249498 1.361879 0.92 0.359 -1.419735 3.918731
-------------+----------------------------------------------------------
-------------+------
sigma_u | 0
sigma_e | 11.774903
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
```

**Follow-Ups**:

**References**:

- Prev by Date:
**st: Re: random effects panel model - interpretation of rho=0** - Next by Date:
**Re: st: random effects panel model - interpretation of rho=0** - Previous by thread:
**AW: st: Re: random effects panel model - interpretation of rho=0** - Next by thread:
**st: Re: RE: random effects panel model - interpretation of rho=0** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |