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Re: Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
From
[email protected] (Theresa M. Boswell, StataCorp)
To
[email protected]
Subject
Re: Re: st: Why does Stata tell me that Random effects u_i ~ Gaussian?
Date
Wed, 30 Mar 2011 10:08:10 -0500
Alejandro Lopez-Feldman <[email protected]> writes:
> I agree with Eric that the FAQ needs to be corrected as normality is
> not required when doing the GLS version of RE. That is why I am
> wondering about that part of the output from xtreg, re.
Eric and Alejandro are correct in their assertions that the GLS estimates
produced by -xtreg, re- are not predicated on a Gaussian distribution for the
random effects.
We will fix the output in a future ado update. The related FAQ will also be
changed accordingly.
--Theresa
[email protected]
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