IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Estimation of constant-CV regression models

Listed author(s):
  • Alan Feiveson


    (NASA Johnson Space Center)

Registered author(s):

    A typical formulation for a linear mixed model is Y = X(be) + Z(u) where (be) is a vector of "fixed" parameters, (u) is a vector of "random effects", and X and Z are matrices whose columns consist of design variables and/or covariates. In many applications the variances of the random effects corresponding to a particular column of Z are not constant, but are more realistically modeled as being proportional to some power of E(Y) the mean of Y. In particular, if the variance is proportional to the square of E(Y), we have a constant CV model. This talk will give an example of such a model and show how -xtmixed- can be used to estimate it and do proper inference on the estimated parameters. Results will be compared with Bayesian estimation under WINBUGS.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Paper provided by Stata Users Group in its series Summer North American Stata Users' Group Meetings 2008 with number 4.

    in new window

    Date of creation: 29 Jul 2008
    Date of revision: 28 Aug 2008
    Handle: RePEc:boc:nsug08:4
    Contact details of provider: Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:boc:nsug08:4. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.