Bottai, Matteo; Orsini, Nicola - In: Stata Journal 4 (2004) 4, pp. 429-435
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...