Statalist The Stata Listserver


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

Re: st: nested random effects anova


From   khigbee@stata.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nested random effects anova
Date   Thu, 27 Jul 2006 10:16:11 -0500

Inna Khousnoullina <inna.khousnoullina@uni-konstanz.de> asks
about a nested anova model

    . anova f1 sex_int / sex|sex_int /

where the F test of sex_int uses sex|sex_int as the error term.
This gives sex_int a p-value of .0712 (with 1 numerator and 2
denominator degrees of freedom).  (The test of sex|sex_int against
residual error gives a p-value of .0423, with 2 and 3524 dfs)

Inna also ran

    . anova f1 sex_int  sex|sex_int 

In this case the F test of sex_int uses residual as the error
term.  This gives sex_int a p-value of .0000 (with 1 numerator
and 3524 denominator degrees of freedom).

Inna asks:

> which output should I take for calculating intraclass
> correlation coefficient? In the first case my major effect
> (interviewer gender') is not significant. I would prefer the
> second one. By are there some rules in this case?

The general rule is that you can not ignore the nested term when
it is significant.  I believe the general guideline is that you
could not go to the second model unless the first model test of
sex|sex_int had a p-value of .25 or higher.

For an example and discussion of pooling nested terms in a nested
anova, see Example 3, pages 80-81 of "[R] anova postestimation"
in the Version 9 Stata manual.

Ken Higbee    khigbee@stata.com
StataCorp     1-800-STATAPC

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index