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st: rho in xtreg


From   "Visintainer, Paul" <PAUL_VISINTAINER@NYMC.EDU>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: rho in xtreg
Date   Mon, 6 Mar 2006 18:17:52 -0500

-xtreg- produces "rho" which can be interpreted as a reliability
coefficient (e.g., the intraclass correlation).  If one adds another
covariate (e.g., gender), rho is "adjusted" for gender.  Is there a way
in -xtreg- to test whether rho differs by level of the covariate?  That
is, whether the rho for males differs from the rho for females?

I know that the command -bootcor- can do this with the stat(icc) option.
But can the ICCs be compared in -xtreg-?

Thanks,

-p

______________________________
Paul F. Visintainer, PhD
Professor and Chairman 
Department of Epidemiology and Biostatistics
School of Public Health
New York Medical College 
Valhalla, NY  10595
PH: (914) 594-4804
FX: (914) 594-4853

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Radu Ban
Sent: Monday, February 27, 2006 5:17 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: behavior of -areg-

Dear Listers,

I've encountered this puzzling behavior of -areg-:

egen total_hh_nr = sum(hh_nr), by(keyid)
...

areg y x1 x2 total_hh_nr, absorb(keyid)

[by mistake I included total_hh_nr in the regression]. The puzzle is
that when I run the regression "total_hh_nr" doesn't drop out (as I
would expect, due to invariance within "keyid"). The standard error on
"total_hh_nr" comes out very large, of the order 10^8, so there is
something weird going on, but I cannot figure out what. Furthermore,
the coefficient on "total_hh_nr" changes at every run of the program.
So, what is going on in here?

Thanks so much,
Radu Ban

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