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Re: st: Estimating the (possibly negative) intracluster correlation


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Estimating the (possibly negative) intracluster correlation
Date   Sun, 05 Sep 2010 21:26:16 -0400

Bert,
  Are you computing your variances on some sort of
complex plane?  Negative variances are hard to come by in 
the real world.  There are a number of types of ICC.
What kind are you using?

   -   Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Bert Jung <bjung59@gmail.com>
Date: Sunday, September 5, 2010 8:49 pm
Subject: st: Estimating the (possibly negative) intracluster correlation
To: statalist@hsphsun2.harvard.edu


> 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
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