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RE: st: ICC in crossed effects models


From   "Cohen, Elan" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: ICC in crossed effects models
Date   Wed, 9 Feb 2011 12:45:24 -0500

Thank you very much!

- Elan


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Roberto G. Gutierrez,
> StataCorp
> Sent: Wednesday, February 09, 2011 10:46
> To: [email protected]
> Subject: Re: st: ICC in crossed effects models
> 
> Elan Cohen <[email protected]> writes:
> 
> > I just read the following thread regarding crossed effects models:
> 
> > http://www.stata.com/statalist/archive/2009-04/msg00376.html
> 
> > I'm linking to that thread since my data & model are almost
> identical.
> 
> > My question is regarding intraclass correlations for this model. Am I
> right
> > in thinking that the random-effect under _all:identity, var(R.year)
> is the
> > variance at the _year_ level, and the next random-effects parameter,
> > NAME:Identity, var(_cons) is the variance at the _NAME_ level?
> 
> > If so, is it correct to calculate the ICC at the year level as:
> 
> > var(R.year)/(var(R.year)+var(_cons)+var(Residual) ?
> 
> > Does it even make sense to think of ICCs in a crossed model?
> 
> It does makes sense and your calculation is correct, provided that the
> two observations are in the same year but do not have the same "NAME".
> If they did also share the same value of NAME, then you would add
> var(_cons) to the numerator.
> 
> --Bobby
> [email protected]
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