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st: no results for random effects in -cmp-


From   Karen Ruckman <ruckman@sfu.ca>
To   "statalist " <statalist@hsphsun2.harvard.edu>
Subject   st: no results for random effects in -cmp-
Date   Thu, 31 Oct 2013 10:46:10 -0700 (PDT)

i am using the user written command -cmp- which, i believe is similar to -xtmixed-. i have included random effects in the final stage of an endogenous system, however the results show no standard error for the random effects parameter. i cannot make out what this means. i have tried to alter the number of integration points and integration method to no avail. does anyone know what this means? is there another way to attain an estimate for the random effects? 

thanks for your time,
karen.


for your information, i have included the stata results below:


. cmp  ($dept_var = $controls_ff $context $dirvar $grpvar || number: ) ($dirvar = $controls_1 ) ($grpvar = $controls_gp ) if $include & dimension==1,  indicators(4 4 1) constraint(1 2) qui

Fitting individual models as starting point for full model fit.

Fitting full model.

Mixed-process multilevel regression               Number of obs   =        577
                                                  Wald chi2(23)   =    2229.72
Log likelihood =  -1156.539                       Prob > chi2     =     0.0000

 ( 1)  [lnsig_3]_cons = 0
-----------------------------------------------------------------------------------
                  |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
dept_var_wdlST_ET |
      lrevenue_ff |  -.0030602   .0039996    -0.77   0.444    -.0108992    .0047788
           age_ff |    .002449     .00128     1.91   0.056    -.0000597    .0049578
       private_ff |  -.0200168   .0600785    -0.33   0.739    -.1377685    .0977348
       foreign_ff |  -.0509546   .0310616    -1.64   0.101    -.1118342     .009925
   firm_in_mkt_ff |  -.0067307    .008386    -0.80   0.422    -.0231669    .0097055
         year_dum |  -.0436844   .0174679    -2.50   0.012    -.0779209   -.0094479
     largest_wdl |  -.0436173   .0421438    -1.03   0.301    -.1262176     .038983
     high_pop_wdl |   .0709239   .0428823     1.65   0.098    -.0131239    .1549718
       dr_wdlST_1 |    .009178   .0183724     0.50   0.617    -.0268312    .0451873
       rg_wdlST_5 |   .9929262   .0305494    32.50   0.000     .9330505    1.052802
            _cons |  -.2982327    .049376    -6.04   0.000     -.395008   -.2014575
------------------+----------------------------------------------------------------
dr_wdlST_1        |
      DR_inst_wdl |   .1433616   .0688173     2.08   0.037     .0084822    .2782411
            _cons |   -.463913   .0593736    -7.81   0.000    -.5802832   -.3475428
------------------+----------------------------------------------------------------
rg_wdlST_5        |
      GR_inst_wdl |   .1747824     .01903     9.18   0.000     .1374843    .2120805
            _cons |   .2591684   .0118572    21.86   0.000     .2359287     .282408
------------------+----------------------------------------------------------------
       /lnsig_1_1 |  -374.6105          .        .       .            .           .
         /lnsig_3 |          0  (constrained)
     /atanhrho_12 |  -1.269019   .1020839   -12.43   0.000      -1.4691   -1.068938
     /atanhrho_13 |  -2.757483   .0906748   -30.41   0.000    -2.935203   -2.579764
     /atanhrho_23 |   1.277725   .1049671    12.17   0.000     1.071994    1.483457
-----------------------------------------------------------------------------------
------------------------------------------------------------------------------------
Random-effects Parameters           |  Estimate    Std. Err.    [95% Conf. Interval]
------------------------------------+-----------------------------------------------
Level: number                       |
  dept_var_wdlS~T                   |
    Standard deviations             | 
      _cons                         |  2.0e-163          .
------------------------------------+-----------------------------------------------
Level: Residuals                    |
 Standard deviations                | 
  dept_var_wdlST_ET                 |         1  (constrained)
  dr_wdlST_1                        |         1  (constrained)
  rg_wdlST_5                        |         1          .
 Cross-eq correlations              | 
  dept_var_wdlS~T dr_wdlST_1        | -.8535315    .0277141    -.8994055   -.7890608
  dept_var_wdlS~T rg_wdlST_5        | -.9919802    .0014486    -.9943724   -.9885768
  dr_wdlST_1      rg_wdlST_5        |  .8558777    .0280759     .7902112    .9021137
------------------------------------------------------------------------------------

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