Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Robert A Yaffee <bob.yaffee@nyu.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Estimating the (possibly negative) intracluster correlation |
Date | Sun, 05 Sep 2010 21:26:16 -0400 |
Bert, Are you computing your variances on some sort of complex plane? Negative variances are hard to come by in the real world. There are a number of types of ICC. What kind are you using? - Bob Robert A. Yaffee, Ph.D. Research Professor Silver School of Social Work New York University Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf CV: http://homepages.nyu.edu/~ray1/vita.pdf ----- Original Message ----- From: Bert Jung <bjung59@gmail.com> Date: Sunday, September 5, 2010 8:49 pm Subject: st: Estimating the (possibly negative) intracluster correlation To: statalist@hsphsun2.harvard.edu > Dear Statalisters, > > I am interested in estimating an intracluster correlation, if possible > conditional on several covariates, that could be negative. I wondered > if anyone knows a command or strategy to do this? > > As background: I am estimating a simple OLS -regress- model and find > that the default (unclustered, not robust) standard errors are > *higher* than the clustered s.e. A potential cause is model > misspecification that can induce negative intracluster correlation, as > discussed in http://www.stata.com/support/faqs/stat/cluster.html. I > hope to diagnose the problem, starting with a closer look at the > intracluster correlation. (I will also work on a better > specification, of course.) > > -loneway- calculates the intraclass correlation as ratio of two > variances, hence constraining the correlation to be >=0. I am looking > for an alternative way that also allows me to control for covariates. > > Thanks in advance for any pointers, > Bert > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/