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From |
ningli_yang@fastmail.fm |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: sigma_e sigma_u |

Date |
Fri, 14 Oct 2011 00:14:29 -0700 |

Hi Maarten Thank you for your response. I was trying to reproduce -xtreg y x, fe- output using other Stata commands. While I obtained most of them using -reg- and -areg-, but not the sigma_e and sigma_u. The fixed effects model is fitted by OSL method, I think. What I would like to know is how can I evaluate the sigma_e and sigma_u values. Thanks again. N. On Wednesday, October 12, 2011 9:17 AM, "Maarten Buis" <maartenlbuis@gmail.com> wrote: > On Wed, Oct 12, 2011 at 6:07 AM, ningli wrote: > > What exactly Stata commands are used to produce the sigma_e and sigma_u > > in xtreg? > > I am not sure what you are looking for: > > - Do you want to get access to the estimates of sigma_e and sigma_u > after you have estimated your model with -xtreg-? > The answer is discussed in: M.L. Buis (2011) "Stata tip 97: Getting at > rhos and sigmas", The Stata Journal, 11(2), pp. 315-317. > > - Do you want to know how Stata estimated these coefficients? > The answer is maximum likelihood > > 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/ > * * 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/

**Follow-Ups**:**Re: st: sigma_e sigma_u***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: sigma_e sigma_u***From:*ningli_yang@fastmail.fm

**Re: st: sigma_e sigma_u***From:*Maarten Buis <maartenlbuis@gmail.com>

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