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

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

Author Info

Matteo Bottai (Arnold School of Public Health University of South Carolina)
Nicola Orsini (Division of Nutritional Epidemiology, Institute of Environmental Medicine, Karolinska Institutet)

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Nicola Orsini

Abstract

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). Copyright 2004 by StataCorp LP.

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Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 4 (December)
Pages: 429-435
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Handle: RePEc:tsj:stataj:v:4:y:2004:i:4:p:429-435

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Chesher, Andrew D, 1984. "Testing for Neglected Heterogeneity," Econometrica, Econometric Society, vol. 52(4), pages 865-72, July. [Downloadable!] (restricted)
Lee, Lung-Fei & Chesher, Andrew, 1986. "Specification testing when score test statistics are identically zero," Journal of Econometrics, Elsevier, vol. 31(2), pages 121-149, March. [Downloadable!] (restricted)
Matteo Bottai, 2003. "Confidence regions when the Fisher information is zero," Biometrika, Oxford University Press for Biometrika Trust, vol. 90(1), pages 73-84, March.

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Matteo Bottai & Nicola Salvati & Nicola Orsini, 2006. "Multilevel models for analyzing people’s daily movement behavior," Journal of Geographical Systems, Springer, vol. 8(1), pages 97-108, March. [Downloadable!] (restricted)

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