st: Estimating the (possibly negative) intracluster correlation

[Bert Jung <bjung59@gmail.com>]

Dear Statalisters,

I am interested in estimating an intracluster correlation, if possible
conditional on several covariates, that could be negative.  I wondered
if anyone knows a command or strategy to do this?

As background: I am estimating a simple OLS -regress- model and find
that the default (unclustered, not robust) standard errors are
*higher* than the clustered s.e.  A potential cause is model
misspecification that can induce negative intracluster correlation, as
discussed in http://www.stata.com/support/faqs/stat/cluster.html.  I
hope to diagnose the problem, starting with a closer look at the
intracluster correlation.  (I will also work on a better
specification, of course.)

-loneway- calculates the intraclass correlation as ratio of two
variances, hence constraining the correlation to be >=0.  I am looking
for an alternative way that also allows me to control for covariates.

Thanks in advance for any pointers,
Bert
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