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Estimating variance components in Stata

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  • Yulia Marchenko

    (StataCorp)

Abstract

This article gives a brief overview of the popular methods for estimating variance components in linear models and describes several ways to obtain such estimates in Stata for various experimental designs. The article’s emphasis is on using xtmixed to estimate variance components. Prior to Stata 9, loneway could be used to estimate variance components for one-way random-effects models. For other experimental designs, variance components could be computed manually using saved results after anova. The latter approach is viable but requires tedious computations for complicated experimental designs. Instead, as of Stata 9, variance components are easily obtained by using xtmixed. Copyright 2006 by StataCorp LP.

Suggested Citation

  • Yulia Marchenko, 2006. "Estimating variance components in Stata," Stata Journal, StataCorp LP, vol. 6(1), pages 1-21, March.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:1:p:1-21
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    Cited by:

    1. Sue Latham & Elizabeth Hughes & Bradley Budgen & Francoise Mechinaud & Catherine Crock & Henry Ekert & Peter Campbell & Alexander Morley, 2017. "Sources of error in measurement of minimal residual disease in childhood acute lymphoblastic leukemia," PLOS ONE, Public Library of Science, vol. 12(10), pages 1-10, October.
    2. Dmitry Sharapov & Paul Kattuman & Diego Rodriguez & F. Javier Velazquez, 2021. "Using the SHAPLEY value approach to variance decomposition in strategy research: Diversification, internationalization, and corporate group effects on affiliate profitability," Strategic Management Journal, Wiley Blackwell, vol. 42(3), pages 608-623, March.
    3. Wang, Xiaodong & Han, Liang & Huang, Xing, 2020. "Bank market power and SME finance: Firm-bank evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
    4. Addison, John T. & Teixeira, Paulino, 2020. "Management Practices, Worker Commitment, and Workplace Representation," IZA Discussion Papers 13285, Institute of Labor Economics (IZA).
    5. Silvia Kopecny & Steffen Hillmert, 2021. "Place of study, field of study and labour-market region: What matters for wage differences among higher-education graduates?," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-21, December.
    6. Carstensen Bendix & Simpson Julie & Gurrin Lyle C, 2008. "Statistical Models for Assessing Agreement in Method Comparison Studies with Replicate Measurements," The International Journal of Biostatistics, De Gruyter, vol. 4(1), pages 1-28, July.
    7. Marc Orlitzky & Céline Louche & Jean-Pascal Gond & Wendy Chapple, 2017. "Unpacking the Drivers of Corporate Social Performance: A Multilevel, Multistakeholder, and Multimethod Analysis," Journal of Business Ethics, Springer, vol. 144(1), pages 21-40, August.
    8. Dani Smith & Angela Aherrera & Armando Lopez & Enid Neptune & Jonathan P Winickoff & Jonathan D Klein & Gang Chen & Philip Lazarus & Joseph M Collaco & Sharon A McGrath-Morrow, 2015. "Adult Behavior in Male Mice Exposed to E-Cigarette Nicotine Vapors during Late Prenatal and Early Postnatal Life," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-14, September.
    9. Fernando Borraz & Joaquín Saldain, 2017. "Variance Decomposition of Prices in an Emerging Economy," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 243-269, July-Dece.
    10. Wang, Xiaodong & Han, Liang & Huang, Xing, 2020. "Bank competition, concentration and EU SME cost of debt," International Review of Financial Analysis, Elsevier, vol. 71(C).
    11. Croucher, Richard & Ramakrishnan, Sumeetra & Rizov, Marian & Benzinger, Diana, 2015. "Perceptions of employability among London’s low-paid: ‘Self-determination’ or ethnicity?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 39(1), pages 109-130.
    12. Weiß, Christian, 2010. "The Ownership Concentration of Firms: Three Essays on the Determinants and Effects," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 30247, September.

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