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Re: st: Clustered dataset question


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Clustered dataset question
Date   Sat, 20 Sep 2003 15:36:21 +0900

In my prior post in this subject, I erroneously wrote that the intraclass 
correlation coefficient was 70% for the simulation; I believe that it was 
actually 49% (0.7^2).  Bias (and difficulty in getting convergence in the first 
place) should increase with increasing intraclass correlation coefficient of 
the latent variable.  Even with a panel length as long as 36, with a high 
enough correlation, the magnitude of the bias could very well be unacceptible:  
Stata Corp's posting regarding fixed-effects ordered probit two weeks ago 
mentioned Vince Wiggens's simulations with unconditional fixed-effects logistic 
regression, which they noted performed poorly until panel length increased to 
50, or so.

Note that an analogous concern would apply to a random-effects model that 
included a subject-related covariate (fatigue level, for instance) that might 
correlate with the random effect and render estimates inconsistent with this 
approach, too.

Joseph Coveney



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