great, many thanks, Martin!
here's the output I get:
Variable | Mean Std. Dev. Min Max | Observations
-----------------+--------------------------------------------+----------------
durati~e overall | .7401247 1.268624 0 6 | N = 481
between | .8008085 0 3 | n = 63
within | 1.026628 -2.259875 4.640125 | T-bar = 7.63492
| |
siccha~e overall | .014553 .1198795 0 1 | N = 481
between | .0720134 0 .5 | n = 63
within | .1094909 -.485447 .914553 | T-bar = 7.63492
| |
ukdum overall | .4116424 .4926434 0 1 | N = 481
between | .4895215 0 1 | n = 63
within | 0 .4116424 .4116424 | T-bar = 7.63492
| |
frendum overall | .1580042 .3651246 0 1 | N = 481
between | .3958308 0 1 | n = 63
within | 0 .1580042 .1580042 | T-bar = 7.63492
| |
lgcoun~y overall | 1.511525 .8059394 0 2.995732 | N = 481
between | .5820884 0 2.360973 | n = 63
within | .6050798 -.6089253 2.879957 | T-bar = 7.63492
| |
mutdum overall | .0956341 .294395 0 1 | N = 481
between | .316794 0 1 | n = 63
within | 0 .0956341 .0956341 | T-bar = 7.63492
| |
lloyli~m overall | .1288981 .335436 0 1 | N = 481
between | .3356296 0 1 | n = 63
within | 0 .1288981 .1288981 | T-bar = 7.63492
| |
lloynl~m overall | .02079 .1428293 0 1 | N = 481
between | .1259882 0 1 | n = 63
within | 0 .02079 .02079 | T-bar = 7.63492
----- Ursprüngliche Mail ----
Von: Martin Weiss <[email protected]>
An: [email protected]
Gesendet: Mittwoch, den 20. Mai 2009, 16:25:34 Uhr
Betreff: Re: st: Re: random effects panel model - interpretation of rho=0
<>
Very ture and my fault, conditioning on e(sample) only means the rows/observations used in estimation are summarized. To restrict to the covariates/columns, install Maarten`s -ssc d indeplist- and then, post-estimation:
***
indeplist
xtsum `r(X)' if e(sample)
***
HTH
Martin
_______________________
----- Original Message ----- From: "P K" <[email protected]>
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 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 -2.54 011 -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/
>
>
>
>
>
> *
> * 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:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
