Confidence intervals for the variance component of random-effects linear models

被引：3

作者：

Bottai, Matteo ^{[1
]}

Orsini, Nicola ^{[2
]}

机构：

[1] Univ South Carolina, Arnold Sch Publ Hlth, 800 Sumter St, Columbia, SC 29208 USA

[2] Karolinska Inst, Inst Environm Med, Div Nutrit Epidemiol, SE-17177 Stockholm, Sweden

来源：

STATA JOURNAL | 2004年 / 4卷 / 04期

关键词：

st0077; xtvc; variance components; confidence intervals; score test; random-effects linear models;

D O I：

10.1177/1536867X0400400405

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

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).

引用

页码：429 / 435

页数：7

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