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st: minor queries about new official Stata commands -icc- & -estat icc-

From   Tom Palmer <>
Subject   st: minor queries about new official Stata commands -icc- & -estat icc-
Date   Fri, 25 May 2012 11:19:13 +0100

I see StataCorp released two new commands for calculating the intraclass 
correlation coefficient (ICC) and confidence intervals in the 23 May update. I 
wonder if they could provide some more detail before the manual entries are 
available. I think:

1.a. -icc- reports CIs using an F distribution like a user-written command 
called -iccconf- (-ssc describe iccconf-).

 b. by default -estat icc- reports CI limits back-transformed from a logit 
transformation; presumably because this has similar properties to Fisher's z as 
per Nick Cox's Stata Journal article (SJ 2008, 8-3, 413-439).

 c. -estat icc- has an undocumented -normal- option which reports a 
delta-method SE and CI limits as obtained from -nlcom-.

These differences in the CIs can be seen in this example modified from the 
-icc- helpfile:

   webuse judges, clear
   icc rating target 
   xtmixed rating || target: , reml var 
   estat icc 
   estat icc, normal

2. -estat icc- works after -xtmixed- and -xtmelogit-, but not after 
-xtmepoisson-. Is there a specific reason for this?

Thanks for two useful commands and any comments.

cheers, Tom

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