Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?


From   Charles Koss <[email protected]>
To   [email protected]
Subject   Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
Date   Tue, 29 Mar 2011 09:38:40 -0500

Take a look at the last paragraphs of this page
http://www.stata.com/support/faqs/stat/xtreg.html


-- 
Charles Koss
http://charlesonnet.blogspot.com


On Mon, Mar 28, 2011 at 2:07 PM, alejandro lopez-feldman
<[email protected]> wrote:
> Hi all,
>
> I have a question about the Stata output after xtreg, re.  My question
> is very simple, why does Stata tell me that Random effects u_i ~
> Gaussian? The theory for estimating random effects using GLS doesn't
> require the normality assumption so I was wondering if that is used in
> any of the output reported when using , re? I can't see why that info
> is relevant there (if I was using MLE that would be other story).
>
> Thanks for any help
>
> Alejandro
>
>
>
> --
> -------------------------
> Alejandro López-Feldman
> Profesor-Investigador
> CIDE, División de Economía
> +(52) 5727-98-00 ext. 2736
> http://www.cide.edu/investigador/profile.php?IdInvestigador=1195
>
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index