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st: confidence interval around ICC after xtmixed


From   Shehzad Ali <drshehzad_ali@yahoo.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   st: confidence interval around ICC after xtmixed
Date   Thu, 7 Jun 2012 15:20:49 +0100 (BST)

Dear listers,

I am using the following model and want to estimate confidence interval around intracluster correlation (ICC). I have calculated the ICC manually (and also checked against the estimate from the user written routine -xtmrho-):

xtmixed dep_var x1 x2 x3 || highest_level: || second_level:


Any help on how the CI can be calculated around the ICC would be appreciated.

Many thanks
Shehzad

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