Stata 15 help for me estat wcorrelation

[ME] estat wcorrelation -- Display within-cluster correlations and standard deviations

Syntax

estat wcorrelation [, options]

options Description ------------------------------------------------------------------------- at(at_spec) specify the cluster for which you want the correlation matrix; default is the first two-level cluster encountered in the data all display correlation matrix for all the data covariance display the covariance matrix instead of the correlation matrix list list the data corresponding to the correlation matrix nosort list the rows and columns of the correlation matrix in the order they were originally present in the data iterate(#) maximum number of iterations to compute random effects; default is iterate(50); only for use after menl tolerance(#) convergence tolerance when computing random effects; default is tolerance(1e-4); only for use after menl format(%fmt) set the display format; default is format(%6.3f) matlist_options style and formatting options that control how matrices are displayed -------------------------------------------------------------------------

Menu for estat

Statistics > Postestimation

Description

estat wcorrelation is for use after estimation with menl and mixed.

estat wcorrelation displays the overall correlation matrix for a given cluster calculated on the basis of the design of the random effects and their assumed covariance and the correlation structure of the residuals. This allows for a comparison of different multilevel models in terms of the ultimate within-cluster correlation matrix that each model implies.

Options

at(at_spec) specifies the cluster of observations for which you want the within-cluster correlation matrix. at_spec is

relevel_var = value [relevel_var = value ...]

For example, if you specify

. estat wcorrelation, at(school = 33)

you get the within-cluster correlation matrix for those observations in school 33. If you specify

. estat wcorrelation, at(school = 33 classroom = 4)

you get the correlation matrix for classroom 4 in school 33.

If at() is not specified, then you get the correlations for the first level-two cluster encountered in the data. This is usually what you want.

all specifies that you want the correlation matrix for all the data. This is not recommended unless you have a relatively small dataset or you enjoy seeing large n x n matrices. However, this can prove useful in some cases.

covariance specifies that the within-cluster covariance matrix be displayed instead of the default correlations and standard deviations.

list lists the model data for those observations depicted in the displayed correlation matrix. With linear mixed-effects models, this option is also useful if you have many random-effects design variables and you wish to see the represented values of these design variables.

nosort lists the rows and columns of the correlation matrix in the order that they were originally present in the data. Normally, estat wcorrelation will first sort the data according to level variables, by-group variables, and time variables to produce correlation matrices whose rows and columns follow a natural ordering. nosort suppresses this.

iterate(#) specifies the maximum number of iterations when computing estimates of the random effects. The default is iterate(50). This option is only for use after menl.

tolerance(#) specifies a convergence tolerance when computing estimates of the random effects. The default is tolerance(1e-4). This option is only for use after menl.

format(%fmt) sets the display format for the standard-deviation vector and correlation matrix. The default is format(%6.3f).

matlist_options are style and formatting options that control how the matrix (or matrices) is displayed; see [P] matlist for a list of options that are available.

Examples

--------------------------------------------------------------------------- Setup . webuse pig . mixed weight week || id: week, covariance(unstructured)

Random-effects correlation matrix for level ID . estat recovariance, correlation

Display within-cluster marginal standard deviations and correlations for a cluster . estat wcorrelation, format(%4.2g)

--------------------------------------------------------------------------- Setup . webuse childweight . mixed weight age || id: age, covariance(unstructured)

Display within-cluster correlations for the first cluster . estat wcorrelation, list

Display within-cluster correlations for ID 258 . estat wcorrelation, at(id=258) list

---------------------------------------------------------------------------

Stored results

estat wcorrelation stores the following in r():

Matrices r(sd) standard deviations r(Corr) within-cluster correlation matrix r(Cov) within-cluster variance-covariance matrix r(G) variance-covariance matrix of random effects r(Z) model-based design matrix r(R) variance-covariance matrix of level-one errors

Results r(G), r(Z), and r(R) are available only after mixed.


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