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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: sigma_u = 0 in xtreg, re |

Date |
Mon, 29 Aug 2011 21:31:14 +0200 |

Hi:

ICC1 = (MSb - MSw)/(MSb + ([k-1]*MSw) Where MSb = mean-square between MSw=means-square within k=average group size Here's an example (from the help file): . webuse auto7 . loneway mpg manufacturer_grp This gives: One-way Analysis of Variance for mpg: Mileage (mpg) Number of obs = 74 R-squared = 0.5507 Source SS df MS F Prob > F ------------------------------------------------------------------------- Between manufactur~p 1345.588 22 61.163092 2.84 0.0011 Within manufactur~p 1097.8714 51 21.526891 ------------------------------------------------------------------------- Total 2443.4595 73 33.472047 Intraclass Asy. correlation S.E. [95% Conf. Interval] ------------------------------------------------ 0.36827 0.13679 0.10017 0.63636 Estimated SD of manufactur~p effect 3.542478 Estimated SD within manufactur~p 4.639708 Est. reliability of a manufactur~p mean 0.64804 (evaluated at n=3.16) Calculating ICC manually: . dis ( 61.1630923 - 21.5268908)/( 61.1630923 + ((3.16-1)*21.5268908)) Gives: .36815687

Try running the following and see what you get: loneway y ID You should get an ICC (intraclass correlation) that is zero.

reg y x, cluster(ID) HTH, John. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 29.08.2011 20:45, Lloyd Dumont wrote: > Hello, Statalist. > > I am a little confused by the output from an -xtreg, re- estimate. >

>

>

> > > . xtreg Y X, re >

>

>

>

> sigma_u | 0 > sigma_e | .07457648 > rho | 0 (fraction of variance due to u_i)

> > > > > . xtsum X >

> > > > . xtsum Y >

> > . > > > * > * 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/ __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 29.08.2011 20:45, Lloyd Dumont wrote: > Hello, Statalist. > > I am a little confused by the output from an -xtreg, re- estimate. >

>

>

> > > . xtreg Y X, re >

>

>

>

> sigma_u | 0 > sigma_e | .07457648 > rho | 0 (fraction of variance due to u_i)

> > > > > . xtsum X >

> > > > . xtsum Y >

> > . > > > * > * 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/

**Follow-Ups**:**Re: st: sigma_u = 0 in xtreg, re***From:*Lloyd Dumont <lloyddumont@yahoo.com>

**References**:**st: sigma_u = 0 in xtreg, re***From:*Lloyd Dumont <lloyddumont@yahoo.com>

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