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). Copyright 2004 by StataCorp LP.

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Year of publication:	2004
Authors:	Bottai, Matteo ; Orsini, Nicola
Published in:	Stata Journal. - StataCorp LP. - Vol. 4.2004, 4, p. 429-435
Publisher:	StataCorp LP
Subject:	xtvc \| variance components \| confidence intervals \| score test \| random-effects linear models

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Notes:	Windows users should not attempt to download these files with a web browser.
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005583267