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Re: st: iccvar


From   Dirk Enzmann <dirk.enzmann@uni-hamburg.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: iccvar
Date   Thu, 13 Dec 2012 11:47:13 +0100

It seems that -quickicc- (from SSC) does *not* calculate the ICC of random slope models. But you can use -xtmrho- (from SSC), instead - although -xtmrho- does not calculate the standard error.

Stata example (runable from do-file window):

* --------------------------------------------
cap which quickicc
if _rc ssc install quickicc

cap which xtmrho
if _rc ssc install xtmrho

webuse nlswork
xtmixed ln_wage grade age c.age#c.age ttl_exp ///
        tenure c.tenure#c.tenure || idcode: tenure
xtmrho
quickicc
* --------------------------------------------

BTW: Note that in the first "official" example for -xtmixed- (see -h xtmixed-) the variables ln_wage and idcode are abbreviated to ln_w and id which - depending on your varabbrev setting (see -h set_varabbrev-) might give you an error message if you try to run it (this should be corrected!).

Dirk

On Wed, 12 Dec 2012 09:03:45 -0700, "Robert Fornango"<robert.fornango@f1analytics.com> wrote:

---- <snip> --------------------

As a final note on -iccvar-: please be aware that the command only estimates
the ICC for random intercept models, up to 4 levels. If you have a random
intercept and random slope model, you should use -quickicc-, also by Eric C
Hedberg.

---- <snip> --------------------

========================================
Dr. Dirk Enzmann
Institute of Criminal Sciences
Dept. of Criminology
Rothenbaumchaussee 33
D-20148 Hamburg
Germany

phone: +49-(0)40-42838.7498 (office)
       +49-(0)40-42838.4591 (Mrs Billon)
fax:   +49-(0)40-42838.2344
email: dirk.enzmann@uni-hamburg.de
http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
========================================
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