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Re: st: sigma_e sigma_u

From   Maarten Buis <>
Subject   Re: st: sigma_e sigma_u
Date   Fri, 14 Oct 2011 09:27:21 +0200

On Fri, Oct 14, 2011 at 9:14 AM,  <> wrote:
> 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.

There is a discussion of that in the methods and formulas section of
the manual entry on -xtreg-.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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