Christopher F Baum
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Mean
alpha
64
-.1805974
beta
64
.5390514
. correlate alpha beta, covariance
(obs=64)
alpha
beta
alpha
beta
10.833
.208622
Std. Dev.
3.291357
.1766135
Min
Max
-8.519253
.0380965
6.838716
1.076979
.031192
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21
11 22
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[ || re_eqn] [, options]
The fe_eqn specifies the fixed-effects part of the model, while the
re_eqn components optionally specify the random-effects part(s),
separated by the double vertical bars (||). If a re_eqn includes only
the level of a variable, it is listed followed by a colon (:). It may also
specify a linear model including an additional varlist.
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Coef.
lrt
_cons
.5633325
.0315991
Std. Err.
.0124681
.4018891
Random-effects Parameters
P>|z|
45.18
0.08
0.000
0.937
=
=
=
=
=
4057
64
8
63.4
198
=
=
2041.42
0.0000
.5877695
.8192873
Estimate
Std. Err.
sd(_cons)
3.042017
.3068659
2.496296
3.70704
sd(Residual)
7.52272
.0842097
7.35947
7.689592
school: Identity
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. xtmixed gcse lrt || school: lrt if nstu > 4, mle nolog ///
> covariance(unstructured)
Mixed-effects ML regression
Number of obs
Group variable: school
Number of groups
Obs per group: min
avg
max
Wald chi2(1)
Prob > chi2
Coef.
lrt
_cons
.5567955
-.1078456
Std. Err.
.0199374
.3993155
Random-effects Parameters
P>|z|
27.93
-0.27
0.000
0.787
=
=
=
=
=
4057
64
8
63.4
198
=
=
779.93
0.0000
.5958721
.6747984
Estimate
Std. Err.
sd(lrt)
sd(_cons)
corr(lrt,_cons)
.1205424
3.013474
.497302
.0189867
.305867
.1490473
.0885252
2.469851
.1563124
.1641394
3.676752
.7323728
sd(Residual)
7.442053
.0839829
7.279257
7.608491
school: Unstructured
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.0145305
.1806457
9.081027
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. xtmixed gcse c.lrt##i.schgend || school: lrt if nstu > 4, mle nolog ///
> covariance(unstructured)
Mixed-effects ML regression
Number of obs
=
4057
Group variable: school
Number of groups
=
64
Obs per group: min =
8
avg =
63.4
max =
198
Wald chi2(5)
Prob > chi2
Coef.
lrt
.5712245
.0271235
schgend
2
3
.8546836
2.47453
schgend#
c.lrt
2
3
_cons
804.34
0.0000
P>|z|
21.06
0.000
.5180634
.6243855
1.08629
.8473229
0.79
2.92
0.431
0.003
-1.274405
.8138071
2.983772
4.135252
-.0230016
-.0289542
.057385
.0447088
-0.40
-0.65
0.689
0.517
-.1354742
-.1165818
.0894709
.0586734
-.9975795
.5074132
-1.97
0.049
-1.992091
-.0030679
Std. Err.
=
=
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Random-effects Parameters
Estimate
Std. Err.
sd(lrt)
sd(_cons)
corr(lrt,_cons)
.1198846
2.801682
.5966466
.0189169
.2895906
.1383159
.0879934
2.287895
.2608112
.163334
3.43085
.8036622
sd(Residual)
7.442949
.0839984
7.280122
7.609417
school: Unstructured
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More complex models, such as ordinal logit models with mixed effects,
can be estimated with the user-written software gllamm by
Rabe-Hesketh and Skrondal (see their earlier-cited book, or
ssc describe gllamm for details).
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