Confidence Intervals for the Variance Component of Random-effects Linear Models-Reference-Cited by-同舟云学术

Confidence Intervals for the Variance Component of Random-effects Linear Models

Published:2004-12 Issue:4 Volume:4 Page:429-435
ISSN:1536-867X
Container-title:The Stata Journal: Promoting communications on statistics and Stata
language:en
Short-container-title:The Stata Journal

Author:

Bottai Matteo¹,Orsini Nicola²

Affiliation:

1. Arnold School of Public Health University of South Carolina 800 Sumter Street Columbia SC 29208

2. Division of Nutritional Epidemiology Institute of Environmental Medicine Karolinska Institutet Box 210, SE-171 77 Stockholm, Sweden

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).

Publisher

SAGE Publications

Subject

Mathematics (miscellaneous)

Link

http://journals.sagepub.com/doi/pdf/10.1177/1536867X0400400405

Reference12 articles.

1. Confidence regions when the Fisher information is zero

2. Testing for Neglected Heterogeneity

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