Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: rho in xtreg


From   "Visintainer, Paul" <[email protected]>
To   <[email protected]>
Subject   RE: st: rho in xtreg
Date   Tue, 7 Mar 2006 10:58:29 -0500

Thanks, Joseph. I have the text to which you refer, but I couldn't find a way to formally test it in -xtreg-, just -bootcor-.  I'll give your approach a try.

-p  


-----Original Message-----
From: [email protected] on behalf of Joseph Coveney
Sent: Tue 3/7/2006 2:07 AM
To: Statalist
Subject: Re: st: rho in xtreg
 
Paul Visintainer wrote:

-xtreg- produces "rho" which can be interpreted as a reliability
coefficient (e.g., the intraclass correlation).  If one adds another
covariate (e.g., gender), rho is "adjusted" for gender.  Is there a way
in -xtreg- to test whether rho differs by level of the covariate?  That
is, whether the rho for males differs from the rho for females?

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

If I understand correctly, you can model separate residual variances and
then use a likelihood ratio test to see whether this adds anything to a
model that doesn't allow for residual variance to differ between sexes.

This can be done using -gllamm- (see S. Rabe-Hesketh and A. Skrondal,
_Multilevel and Longitudinal Modeling Using Stata_ (College Station, Texas:
Stata Press, 2005), pp. 92-94), but as far as I know not yet with -xtmixed-.

Joseph Coveney

sysuse bplong
tabulate sex, generate(sex_)
eq het: sex_1 sex_2
xi: gllamm bp i.when sex, i(patient) s(het) adapt
estimates store Het
xi: gllamm bp i.when sex, i(patient) adapt
lrtest Het .
exit

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

<<winmail.dat>>




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index