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# Re: st: esttab and xtmixed

 From Carsten Sauer To statalist@hsphsun2.harvard.edu Subject Re: st: esttab and xtmixed Date Sun, 15 Jan 2012 23:09:27 +0100

You could use the equations option which is described in help estout (and can be used with esttab). Use the transform option like - transform(#*: exp(@) exp(@)) - to unlog variances.
```
Carsten

Am 15.01.2012 03:17, schrieb klrobson@yorku.ca:
```
```Dear Statalist

I am having what seems like a simple problem that I cannot solve. I have
multiple xtmixed estimations that I want to present in the same table.

xtmixed y x1 x2 || id:, mle
estimates store a1
xtmixed y x1 x2 || id: x1, covariance (unstructured), mle
estimates store a2
xtmixed y x1 x2 || id: x1 x2, covariance (unstructured), mle
estimates store a3
esttab a*

The problem is that in the random coefficient models, the ordering of the
lns1_1_1 changes meaning/order once random intercepts are added to the model.
In the first model lns1_1_1 is the random intercept variance, but in the second
model, it is the random slope variance for x1. Plus variance parameters need to
be "unlogged".

I know how to create tables separately for the different estimations, but I just
want to create one giant table in one fell swoop where all the parameters are on
the right lines. I've messed around with scalars and macros but it seems like
there must be something easier that I've overlooked.

Any help greatly appreciated.

KR

----- End forwarded message -----

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```
```
--

Carsten Sauer
SFB 882 "Von Heterogenitäten zu Ungleichheiten"
Teilprojekt A6 "Die Legitimation von Ungleichheiten - Strukturelle Bedingungen von Gerechtigkeitseinstellungen"
Fakultät für Soziologie
Universität Bielefeld
Postfach 10 01 31
33501 Bielefeld
Tel.: 0521 106-67291/-6948 (Sekr. Frau Fischer)
Fax: 0521 106-6479

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*   http://www.stata.com/support/statalist/faq
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```

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