看命令的help， 有level（）选项
Title
[XT] xtreg -- Fixed-, between-, and random-effects and population-averaged linear models
Syntax
GLS random-effects (RE) model
xtreg depvar [indepvars] [if] [in] [, re RE_options]
Between-effects (BE) model
xtreg depvar [indepvars] [if] [in] , be [BE_options]
Fixed-effects (FE) model
xtreg depvar [indepvars] [if] [in] [weight] , fe [FE_options]
ML random-effects (MLE) model
xtreg depvar [indepvars] [if] [in] [weight] , mle [MLE_options]
Population-averaged (PA) model
xtreg depvar [indepvars] [if] [in] [weight] , pa [PA_options]
RE_options Description
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Model
re use random-effects estimator; the default
sa use Swamy-Arora estimator of the variance components
SE/Robust
vce(vcetype) vcetype may be conventional, robust, cluster clustvar, bootstrap, or jackknife
Reporting
level(#) set confidence level; default is level(95)
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