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RE: st: GLLAMM and intraclass correlation


From   "Gannaway Jack WWG HWWD" <JACK.GANNAWAY@dwp.gsi.gov.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: GLLAMM and intraclass correlation
Date   Thu, 13 Oct 2011 15:19:59 +0100

Thank you Stas!

	-------------------------------------------------------------------------------------------------------
      Jack Gannaway 
        Economic Adviser | Health and Well-Being Directorate | Professional Services Group | Department for Work & Pensions, Caxton House, Tothill Street, London, SW1H 9D
        jack.gannaway@dwp.gsi.gov.uk | Tel: 02074 495704 (x 65704) 





-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas Kolenikov
Sent: 13 October 2011 15:07
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: GLLAMM and intraclass correlation


On Thu, Oct 13, 2011 at 8:07 AM, Gannaway Jack WWG HWWD > I have used the GLLAMM command for a random intercept ordered logit
> model, which has then obviously produced a variance for the random 
> effect.  Can anyone tell me how I get an intraclass correlation from 
> this?  I know for a linear ML model with a random intercept it is the 
> squared sd of the effect in question over the sum of the squared sds 
> of all the error terms, but how do you do it for ordered logit?

Same way. Since the variance of logistic distribution is pi^2/3, your ICC is [variance of the random intercept]/([variance of the random intercept]+pi^2/3). You can obtain this by -display- or -nlcom-: the latter will give you a confidence interval, although you'd probably want to put rather little trust in it, as the sampling distributions of ICC are highly skewed.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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