Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: autocorrelation


From   "Walsh, Kayo" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: autocorrelation
Date   Mon, 23 Jan 2012 15:04:20 -0500

Hi,

Is there a way to get a standard error(or 95% CI) of autocorrelation coefficient in STATA? I am using XTGEE to get autocorrelation (the code shown  below). I get the result of the correlation(below) but I also want to get the standard error (or 95% CI) of each estimate.  Please let me know if it is possible to do this.

Thank you,

Kayo Walsh

xtgee sqrt_amt_total_ptfa $demo $demo2 $demo3 $hh $disb $insur $disease $health t $i_demo $i_demo2 $i_demo3 $i_hh $i_disb $i_insur $i_disease $i_health [iw = avg_wt],  i (id_num) t (t) family (gaussian) link (identity) corr (ar1) robust

estat wcorrelation

Estimated within-id_num correlation matrix R:

      |        c1         c2         c3         c4         c5 
------+-------------------------------------------------------
   r1 |         1                                             
   r2 |  .2956403          1                                  
   r3 |  .0874032   .2956403          1                       
   r4 |  .0258399   .0874032   .2956403          1            
   r5 |  .0076393   .0258399   .0874032   .2956403          1




*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index