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RE: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
Date
Tue, 29 Mar 2011 17:09:29 +0200
The FAQ needs to be corrected: the normal distribution assumption is not required. See, for instance, Wooldridge's advanced textbook on cross-section and panel data.
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Charles Koss
Sent: 29 March 2011 16:39
To: [email protected]
Subject: Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
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
>
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>
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