--- On Fri, 3/9/10, Hobst wrote:

> I have used xtreg to fit a 3-level hierarchical model. To

> test if the residuals on the different levels are in fact

> nomally distributed i would like to plot histograms of

> the standardized residuals for level-1 r(ijk), level-2

> r(jk) and level-3 r(k).

You can get the residuals using -predict-, see the example

below or -help xtmixed postestimation-. I used -hangroot-

as a more convenient way of comparing the histogram with

the theoretical normal distribution. To install it, type in

Stata -ssc install hangroot-.

*------------ begin example ---------------------

webuse productivity, clear

xtmixed gsp private emp hwy water other unemp ///

|| region: || state:, mle

predict re, re

predict re*, reff

// these variables are used to make sure that each

// higher level unit (region or state) contributes

// only one observation when potting their level

// residuals

bys region (re1): gen byte regionmark = _n == 1

bys state (re2) : gen byte statemark = _n == 1

hangroot re, ci

hangroot re1 if regionmark, ci

hangroot re2 if statemark, ci

*---------------- end example --------------------

(For more on examples I sent to the Statalist see:

http://www.maartenbuis.nl/example_faq )

Hope this helps,

Maarten

--------------------------

Maarten L. Buis

Institut fuer Soziologie

Universitaet Tuebingen

Wilhelmstrasse 36

72074 Tuebingen

Germany

http://www.maartenbuis.nl--------------------------

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