在Stata中运行mixed命令的手动示例:
use http://www.stata-press.com/data/r13/pig
mixed weight week || id:我得到以下结果:
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log likelihood = -1014.9268
Iteration 1: log likelihood = -1014.9268
Computing standard errors:
Mixed-effects ML regression Number of obs = 432
Group variable: id Number of groups = 48
Obs per group: min = 9
avg = 9.0
max = 9
Wald chi2(1) = 25337.49
Log likelihood = -1014.9268 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
weight | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
week | 6.209896 .0390124 159.18 0.000 6.133433 6.286359
_cons | 19.35561 .5974059 32.40 0.000 18.18472 20.52651
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
id: Identity |
var(_cons) | 14.81751 3.124226 9.801716 22.40002
-----------------------------+------------------------------------------------
var(Residual) | 4.383264 .3163348 3.805112 5.04926
------------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) = 472.65 Prob >= chibar2 = 0.0000我的问题是,我能否以编程方式访问“随机效应参数”的估计:var(_cons)和var(Residual)
我试过查看return(list) & ereturn(list),但那里似乎没有可用的。
发布于 2014-09-09 13:35:31
我在加州大学洛杉矶分校的网站上找到了一个选项
* var(cons)
_diparm lns1_1_1, f(exp(@)^2) d(2*exp(@)^2)
* var(Residual)
_diparm lnsig_e, f(exp(@)^2) d(2*exp(@)^2)https://stackoverflow.com/questions/25745083
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