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Re: st: nested random effects anova
Thank you very much.
Zitat von firstname.lastname@example.org:
> Inna Khousnoullina <email@example.com> 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 firstname.lastname@example.org
> StataCorp 1-800-STATAPC
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