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

Matteo Bottai and Nicola Orsini
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Matteo Bottai: Arnold School of Public Health University of South Carolina

Stata Journal, 2004, vol. 4, issue 4, 429-435

Abstract: 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.

Keywords: xtvc; variance components; confidence intervals; score test; random-effects linear models (search for similar items in EconPapers)
Date: 2004
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