Calculating rho by hand after xtreg, mle would be - if not already outputted anyway:
rho = (sigma_u)^2/[(sigma_u)^2 + (sigma_e)^2]
I can get the SE's for sigma_u and sigma_e by the output from e(V) - but how to I calculate the SE for rho from these values - it is outputted, by I need to store the values for bootstrapping thereafter?
Cheers and thanks!
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