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
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