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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Retrieving random effect estimates |

Date |
Mon, 24 Jan 2011 17:00:09 +0000 (GMT) |

--- On Mon, 24/1/11, Mark McCann wrote: > it's not the predictions themselves but the > onscreen estimates from the model table I want to extract. Stata hardly ever maximizes with respect to standard deviations or correlations. Instead it usually transforms those parameters such that all negative and positive numbers represent valid values. For standard deviations it usually takes the logarithm, while for correlation it usually takes the Fisher's Z transformation. Moreover, these coefficients are usually in their own "equation", you can see those if you type -matrix list e(b)- after you estimated your model. The names are not very intuitive but with some trial and error, you can recover these values as follows: *-------------------------- begin example -------------------------- webuse nlswork, clear xtmixed ln_w grade age c.age#c.age ttl_exp tenure /// c.tenure#c.tenure || id: tenure, cov(unstruct) matrix list e(b) di "standard deviation of coefficient of tenure " [lns1_1_1]_b[_cons] // the inverse of the Fisher's z transformation is in Stata implemented // as -tanh()- di "correlation between random effects" tanh([atr1_1_1_2]_b[_cons]) *--------------------------- end example ---------------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**References**:**st: RE: Retrieving random effect estimates***From:*Mark McCann <mark.mccann@qub.ac.uk>

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