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Re: st: correlation for longitudinal data

From   "Joseph Coveney" <>
To   <>
Subject   Re: st: correlation for longitudinal data
Date   Thu, 23 Jul 2009 01:31:32 +0900

Ricardo Ovaldia wrote:

Is there a way to estimate a correlation coefficient of two continuous
measurements each collected over time on a sample of patients? Not sure if I can
do this with -xtreg- for example.


I think that you're asking about a multivariate measurement over time, such as
left eye intra-ocular pressure and right eye intra-ocular pressure during
treatment for glaucoma; you want to estimate the correlation of intra-ocular
pressure measurements between eyes over time in a group of patients.  Or
something analogous, such as what's the correlation between physiological
measurements made by a novel method and the conventional method in a group of
patients undergoing a period of evaluation for some disease.

You can do that with -xtmixed-.  Take a look at the discussions and
illustrations of various types of intraclass correlation coefficients in S.
Rabe-Hesketh & A. Skrondal, _Multilevel and Longitudinal Modeling Using Stata_
(College Sta., Texas: Stata Press, 2005 or 2008).  There are several places in
the first edition (which is what I have) where the topic is covered, and I
assume that the second edition does, too.

Joseph Coveney

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