{smcl} {* 26july2004}{...} {hline} help for {hi:xtvc} {hline} {title:Confidence intervals for the variance component of random-intercept linear models} {p 8 24}{cmd:xtvc} [{cmd:,} {cmdab:l:evel(}{it:#}{cmd:)} {cmdab:h:0(}{it:#}{cmd:)} ] {title:Description} {p 4 7}{cmd:xtvc} is a post-estimation command that presents confidence intervals for the variance component of the random effect based on the inversion of a score-based test (Bottai, 2003). It has to be used after {cmd:xtreg} with option {cmd: mle} (maximum-likelihood random-effects estimator). {title:Options} {p 4 4}{cmd:level(}{it:#}{cmd:)} specifies the confidence level, in percent, for the confidence interval of the variance component; see help {help level}. {p 4 4}{cmdab:h:0(}{it:#}{cmd:)} performs the score-based test for the null hypothesis H0: sigma_u = #. {title:Remarks} {p 4 7}{cmd:xtvc} only provides interval estimates when the number of units (groups) is greater than eight. {title:Examples} {p 4 8 2}{cmd:. webuse nlswork.dta, clear}{p_end} {p 4 8 2}{cmd:. iis idcode}{p_end} {p 4 8 2}{cmd:. xtreg ln_w grade age ttl_exp tenure, mle}{p_end} {p 4 8 2}{cmd:. xtvc}{p_end} {p 4 8 2}{cmd:. xtvc, l(90)}{p_end} {p 4 8 2}{cmd:. xtvc, l(99) h0(0.25)}{p_end} {title:Authors} {p 4 4 1}Matteo Bottai, Arnold School of Public Health, University of South Carolina, Columbia, USA and Institute of Information Science and Technology, National Research Council of Italy, Pisa, Italy {p_end} {p 4 4 1}Nicola Orsini, Institute of Environmental Medicine, Karolinska Institutet, Stockholm, Sweden and Institute of Information Science and Technology, National Research Council of Italy, Pisa, Italy {p_end} {title:Reference} {p 4 4 1}Bottai, M. (2003) Confidence regions when the Fisher information is zero, Biometrika, Volume 90, Issue 1: pp. 73-84. {title:Also see} {p 4 13 2} Manual: {hi:[U] 23 Estimation and post-estimation commands},{break} {hi:[U] 29 Overview of Stata estimation commands},{break} {hi:[XT] xtreg} {p 4 13 2} Online: help for {help estcom}, {help postest}, {help xt}, {help xtreg}