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Author: Orsini, Nicola
Resulting in 1 citation.
1. Bottai, Matteo
Orsini, Nicola
Confidence Intervals for the Variance Component of Random-Effects Linear Models
The Stata Journal 4,4 (2004): 429-435
Cohort(s): Young Women
Publisher: StataCorp LP.
Keyword(s): Modeling, Random Effects

Permission to reprint the abstract has not been received from the publisher.

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).
[NLS Bibliography editor's note: This study uses the NLS Young Women as a data example]
Bibliography Citation
Bottai, Matteo and Nicola Orsini. "Confidence Intervals for the Variance Component of Random-Effects Linear Models." The Stata Journal 4,4 (2004): 429-435.