st: Question regarding results saved in e() after xtreg, fe

[Christoph Birkel <christoph.birkel@soziologie.uni-halle.de>]

Dear all,

after running -xtreg, fe- , a scalar named e(sigma) is saved. I wonder 
what it contains exactly. In the Longitudinal/Panel Data Manual Release 
10, e(sigma) is decribed as „ancillary parameter (gamma, lnormal)“ (the 
help-file for xtreg postestimation contains the same description); but 
what kind of ancillary parameter is this, and for which purpose might it 
be useful?

Many thanks,

Christoph

--
Christoph Birkel, M.A.
Wissenschaftlicher Mitarbeiter
-Studienfachberater BA-Studiengänge Soziologie-
Martin-Luther-Universität Halle-Wittenberg
Institut für Soziologie
D-06099 Halle (Saale)
GERMANY
Tel.: ++ 49 3 45 / 55 24 22 5
Fax.: ++ 49 3 45 / 55 27 14 9 
http://www.soziologie.uni-halle.de/birkel/



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