Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Estimating the (possibly negative) intracluster correlation


From   Bert Jung <bjung59@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Estimating the (possibly negative) intracluster correlation
Date   Sun, 5 Sep 2010 20:44:55 -0400

Dear Statalisters,

I am interested in estimating an intracluster correlation, if possible
conditional on several covariates, that could be negative.  I wondered
if anyone knows a command or strategy to do this?

As background: I am estimating a simple OLS -regress- model and find
that the default (unclustered, not robust) standard errors are
*higher* than the clustered s.e.  A potential cause is model
misspecification that can induce negative intracluster correlation, as
discussed in http://www.stata.com/support/faqs/stat/cluster.html.  I
hope to diagnose the problem, starting with a closer look at the
intracluster correlation.  (I will also work on a better
specification, of course.)

-loneway- calculates the intraclass correlation as ratio of two
variances, hence constraining the correlation to be >=0.  I am looking
for an alternative way that also allows me to control for covariates.

Thanks in advance for any pointers,
Bert
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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   |   Site index