Confidence intervals for the variance component of random-effects linear models

We present the postestimation command xtvc to provide confidence intervals for the variance components of random-effects linear regression models. This command must be used after xtreg with option mle. Confidence intervals are based on the inversion of a score-based test (Bottai 2003).


Issue Date:
2004
Publication Type:
Journal Article
DOI and Other Identifiers:
st0077 (Other)
PURL Identifier:
http://purl.umn.edu/116270
Published in:
Stata Journal, Volume 04, Number 4
Page range:
429-435
Total Pages:
7

Record appears in:



 Record created 2017-04-01, last modified 2018-01-22

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)