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Re: st: rho in xtreg


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: rho in xtreg
Date   Tue, 07 Mar 2006 16:07:50 +0900

Paul Visintainer wrote:

-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?

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

If I understand correctly, you can model separate residual variances and
then use a likelihood ratio test to see whether this adds anything to a
model that doesn't allow for residual variance to differ between sexes.

This can be done using -gllamm- (see S. Rabe-Hesketh and A. Skrondal,
_Multilevel and Longitudinal Modeling Using Stata_ (College Station, Texas:
Stata Press, 2005), pp. 92-94), but as far as I know not yet with -xtmixed-.

Joseph Coveney

sysuse bplong
tabulate sex, generate(sex_)
eq het: sex_1 sex_2
xi: gllamm bp i.when sex, i(patient) s(het) adapt
estimates store Het
xi: gllamm bp i.when sex, i(patient) adapt
lrtest Het .
exit

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