xtvc is a post-estimation command that presents confidence intervals for the variance component of the random effect based on the inversion of a score-based test(Bottai, Biometrika 2003). It has to be used after xtreg with option mle (maximum-likelihood random-effects estimator).
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S446101.
Size: Programming language: Stata Requires: Stata version 8 Date of creation: 20 Sep 2004 Date of revision: Handle: RePEc:boc:bocode:s446101
Note: This module may be installed from within Stata by typing "ssc install xtvc". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC