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Re: st: confidence interval around ICC after xtmixed


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: confidence interval around ICC after xtmixed
Date   Thu, 07 Jun 2012 11:03:26 -0400

do you have an up-to-date version of Stata (check via -update query-)?

the current version includes a post-estimation command (estat icc) that
includes CIs

Rich

On 6/7/12 10:20 AM, Shehzad Ali wrote:
> 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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