XTVC: Stata module to compute confidence intervals for the variance component of random-intercept linear models

Matteo Bottai and Nicola Orsini
Additional contact information
Matteo Bottai: Arnold School of Public Health, University of South Carolina

Statistical Software Components from Boston College Department of Economics

Abstract: xtvc is a post-estimation command that presents confidence intervals for the variance component of the random effect based on the inversion of a score-based test(Bottai, Biometrika 2003). It has to be used after xtreg with option mle (maximum-likelihood random-effects estimator).

Language: Stata
Requires: Stata version 8
Keywords: random effects; confidence intervals; variance components (search for similar items in EconPapers)
Date: Written 2004-09-20
Note: This module may be installed from within Stata by typing "ssc install xtvc". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtvc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtvc.hlp help file (text/plain)

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