Hello there,

The standard esttab command does not include an option to display the value, standard errors, and confidence intervals for sigma_u and rho after estimating an xtologit. I used the following code suggested in an earlier, related Statalist post which lets me compute sigma_u and rho.

Code:
local logistic_variance = (c(pi)^2)/3
local rho = _b[sigma2_u:_cons]/(_b[sigma2_u:_cons] + `logistic_variance')
display `"`rho'"'
While this gives me the value of rho I am not sure how to get the other statistics above.

I was wondering if there was a way to specify tabulating the value, standard errors, and confidence intervals for sigma_u and rho using the esttab command.

Thanks.

SAM