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

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dc.creatorBottai, Matteo
dc.creatorOrsini, Nicola
dc.date2017-04-01T19:20:06Z
dc.date.accessioned2026-07-09T05:48:07Z
dc.descriptionWe 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).
dc.identifierOther:st0077
dc.identifierdoi:10.22004/ag.econ.116270
dc.identifierhttps://ageconsearch.umn.edu/record/116270/files/sjart_st0077.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/116270
dc.identifier.urihttp://hdl.handle.net/123456789/568508
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/116270
dc.titleConfidence intervals for the variance component of random-effects linear models
dc.typeText

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University of Minnesota