-xtreg- produces "rho" which can be interpreted as a reliability
coefficient (e.g., the intraclass correlation). If one adds another
covariate (e.g., gender), rho is "adjusted" for gender. Is there a way
in -xtreg- to test whether rho differs by level of the covariate? That
is, whether the rho for males differs from the rho for females?
I know that the command -bootcor- can do this with the stat(icc) option.
But can the ICCs be compared in -xtreg-?
Thanks,
-p
______________________________
Paul F. Visintainer, PhD
Professor and Chairman
Department of Epidemiology and Biostatistics
School of Public Health
New York Medical College
Valhalla, NY 10595
PH: (914) 594-4804
FX: (914) 594-4853
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Radu Ban
Sent: Monday, February 27, 2006 5:17 PM
To: [email protected]
Subject: st: behavior of -areg-
Dear Listers,
I've encountered this puzzling behavior of -areg-:
egen total_hh_nr = sum(hh_nr), by(keyid)
...
areg y x1 x2 total_hh_nr, absorb(keyid)
[by mistake I included total_hh_nr in the regression]. The puzzle is
that when I run the regression "total_hh_nr" doesn't drop out (as I
would expect, due to invariance within "keyid"). The standard error on
"total_hh_nr" comes out very large, of the order 10^8, so there is
something weird going on, but I cannot figure out what. Furthermore,
the coefficient on "total_hh_nr" changes at every run of the program.
So, what is going on in here?
Thanks so much,
Radu Ban
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