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Re: st:intraclass corr in hierachical mixed model


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:intraclass corr in hierachical mixed model
Date   Thu, 18 Aug 2005 10:20:52 -0500

Michael DeLorenzo <DELORM@mmc.org> writes:

> The Stata manual suggests that the intraclass correlation coef (ICC) in a
> logistic hierarchical mixed model ('multilevel' mixed model) can be computed
> as

> sigma_panel/(sigma_panel + 1) 

> after running the xtlogit command with appropriate data. For instance see p
> 378 ref volume Su-Z for release 6.

> I am new to Stata, and from all other work, I would expect pi^2/3 rather
> than the 1 in the denominator for the ICC. This because the error variance
> on the logistic scale is pi^2/3.  I would accept the 1 if the link function
> was probit rather than logit.

It indeed is pi^2/3, and this was corrected in Stata 7.

--Bobby
rgutierrez@stata.com
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