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use "D:\Data Storages\Dataset for Learning\depression_clean.dta", clear
reshape long dep, i(sid) j(time)
mixed dep time || sid:time, var cov(unstr)
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------------------------------------------------------------------------------
dep | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
time | -1.6025 .4262612 -3.76 0.000 -2.437957 -.7670434
_cons | 14.18924 .8147121 17.42 0.000 12.59243 15.78605
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
sid: Unstructured |
var(time) | 3.201386 2.047798 .9138158 11.21547
var(_cons) | 21.93819 6.613945 12.1501 39.61154
cov(time,_cons) | -1.153612 2.751286 -6.546034 4.23881
-----------------------------+------------------------------------------------
var(Residual) | 10.3135 2.15051 6.853596 15.52006
------------------------------------------------------------------------------
LR test vs. linear model: chi2(3) = 54.85 Prob > chi2 = 0.0000
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reshape wide
sem (dep0 <- I@1 S@0 _cons@0) (dep1 <- I@1 S@1 _cons@0)(dep2 <- I@1 S@2 _cons@0),var(e.dep0@var e.dep1@var e.dep2@var) means(I S)
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-------------+----------------------------------------------------------------
mean(I)| 14.18924 .814712 17.42 0.000 12.59243 15.78605
mean(S)| -1.6025 .4262611 -3.76 0.000 -2.437956 -.7670436
-------------+----------------------------------------------------------------
var(e.dep0)| 10.3135 2.150514 6.853595 15.52008
var(e.dep1)| 10.3135 2.150514 6.853595 15.52008
var(e.dep2)| 10.3135 2.150514 6.853595 15.52008
var(I)| 21.93818 6.613939 12.15009 39.61152
var(S)| 3.20138 2.047803 .913809 11.21551
-------------+----------------------------------------------------------------
cov(I,S)| -1.153606 2.751291 -0.42 0.675 -6.546037 4.238825
------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(3) = 21.79, Prob > chi2 = 0.0001
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