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st: RE: confidence interval around ICC after xtmixed


From   "Visintainer, Paul" <Paul.Visintainer@baystatehealth.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: confidence interval around ICC after xtmixed
Date   Thu, 7 Jun 2012 14:28:13 -0400

Shehzad,

The latest update of Stata 12.1 (23may2012) included a new command called -icc-, which can be run after xtmixed:

.xtmixed <model>
.estat icc

This will give you the ICC and it's 95% CI.

-Paul


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Shehzad Ali
Sent: Thursday, June 07, 2012 10:21 AM
To: Stata List
Subject: st: confidence interval around ICC after xtmixed

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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