Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

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

From |
Nick Darson <nick.darson@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: estimation of SE of correlation after mixlogit |

Date |
Fri, 12 Aug 2011 19:59:31 +1000 |

Hi listers, After running mixlogit, I am wondering how I exactly calculate the standard error of the correlation. To my understanding, I have to do this manually after obtaining the covariance-variance components using the command "mixlcov" (please tell me if there is an easier automatic way that I have overlooked, such as using nlcom - I have tried this but always get error messages). For example, I have a multinomial model with three possible alternatives: low, mid, high (low as the base case; mid and high are random and allowed to be correlated). Hence, after estimation with mixlogit and using "mixlcov", I obtain the values for v21, v11, and v22. This way I can easily calculate the correlation of the two variables: rho= _b[v21] / sqrt (_b[v11] * _b[v22]) However, how do I calculate the SE of this correlation? I found the following formula: SE(rho) = sqrt ( 1-rho^2 / n -2 ) However, which value do I use for "n"? In my case, I have repeated measures (each of the 200 individuals makes 5 choices). Hence, should I use n=200 (the number of subjects), n= 1000 (total number of observations), or do I need to look how many cases actually have chosen mid and high (e.g. let's say from the 1000 total choices, 200 are mid and 300 are high, hence n=500)? Thankful for any help on this apparently simple issue. Cheers, Nick * * 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/

**Follow-Ups**:**Re: st: estimation of SE of correlation after mixlogit***From:*Arne Risa Hole <arnehole@gmail.com>

- Prev by Date:
**st: How to return a Mata matrix in Stata** - Next by Date:
**Re: st: How to return a Mata matrix in Stata** - Previous by thread:
**st: How to return a Mata matrix in Stata** - Next by thread:
**Re: st: estimation of SE of correlation after mixlogit** - Index(es):