Hi Martin,
it gives me the summary of most variables in my dataset, which are far more than the ones used in the regression. Can I limit the command somehow to
the variables used in my estimation? ...otherwise I would have to create a separate dataset for the variables used in the regression...
thanks
----- Ursprüngliche Mail ----
Von: Martin Weiss <[email protected]>
An: [email protected]
Gesendet: Mittwoch, den 20. Mai 2009, 14:01:43 Uhr
Betreff: st: Re: random effects panel model - interpretation of rho=0
<>
What does -xtsum if e(sample)- after estimation give you?
HTH
Martin
_______________________
----- Original Message ----- From: "P K" <[email protected]>
To: <[email protected]>
Sent: Wednesday, May 20, 2009 7:52 PM
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/
>
*
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*
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