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From |
"Martin Weiss" <[email protected]> |

To |
<[email protected]> |

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

Date |
Wed, 20 May 2009 22:25:34 +0200 |

<>

*** indeplist xtsum `r(X)' if e(sample) *** HTH Martin _______________________

To: <[email protected]> Sent: Wednesday, May 20, 2009 10:20 PM Subject: AW: st: Re: random effects panel model - interpretation of rho=0

Hi Martin,it gives me the summary of most variables in my dataset, which are farmore than the ones used in the regression. Can I limit the command somehowtothe variables used in my estimation? ...otherwise I would have to create aseparate 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=0Hi,I run a random effects panel model of 64 subjects for 10 years each andhave a question concerning the results: My output tells me that0% 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 Ifind this result a bit uncommon given that I test for a random effectsmodel andmy 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) = 9.16corr(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 -2.54011 -1.597245 -.2053976sicchange | 2.527742 4.073774 0.62 0.535 -5.45670910.51219ukdum | .5491039 1.126746 0.49 0.626 -1.6592772.757485frendum | -1.780095 1.522111 -1.17 0.242 -4.7633781.203189regnlistdum | -.6389011 1.09439 -0.58 0.559 -2.7838651.506063mutdum | .9720512 1.790017 0.54 0.587 -2.536318 4.48042lgcount_st~y | -.2016355 .6181168 -0.33 0.744 -1.4131221.009851_cons | 1.249498 1.361879 0.92 0.359 -1.4197353.918731-------------+---------------------------------------------------------------- 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/ * * 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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