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From |
vipul bhatt <vbhatt_22@yahoo.co.in> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Question on xtmixed |

Date |
Wed, 10 Feb 2010 07:55:57 +0530 (IST) |

Hi Stata Users, I have a question on xtmixed command for estimated mixed effects linear models in stata. I have the following equation to estimate: y_{ijt} = b X_{ijt} + Error_{ijt} where i indexes family, j indexes individual and t indexes time. Also, Error_{ijt} = a_i + a_{ij} + a_{ijt} I assume that these three error components are orthogonal to each other. Now when I estimate this equation in Stata I am using the following command: xtmixed y x || familyID: || personID: ||,reml var My question is does this command gives me estimates of all three variance components? I am assuming that this command only gives me estimate of variance of a_i and a_{ij}. Am I right in this assumption? If yes, then how should I change the above command to get estimate of variance of the transitory component a_{ijt}? Thanks! Vipul Your Mail works best with the New Yahoo Optimized IE8. Get it NOW! http://downloads.yahoo.com/in/internetexplorer/ * * 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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