Confidence intervals for the variance component of random–effects linear models
Matteo Bottai
Arnold School of Public Health
University of South Carolina
800 Sumter Street
Columbia SC 29208
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Nicola Orsini
Division of Nutritional Epidemiology
Institute of Environmental Medicine
Karolinska Institutet
Box 210, SE-171 77 Stockholm, Sweden
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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).
View all articles by these authors:
Matteo Bottai, Nicola Orsini
View all articles with these keywords:
xtvc, variance components, confidence intervals, score test, random-effects linear models
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