Re: st: GLLAMM and intraclass correlation

[Stas Kolenikov <skolenik@gmail.com>]

On Thu, Oct 13, 2011 at 8:07 AM, Gannaway Jack WWG HWWD > I have used
the GLLAMM command for a random intercept ordered logit
> model, which has then obviously produced a variance for the random
> effect.  Can anyone tell me how I get an intraclass correlation from
> this?  I know for a linear ML model with a random intercept it is the
> squared sd of the effect in question over the sum of the squared sds of
> all the error terms, but how do you do it for ordered logit?

Same way. Since the variance of logistic distribution is pi^2/3, your
ICC is [variance of the random intercept]/([variance of the random
intercept]+pi^2/3). You can obtain this by -display- or -nlcom-: the
latter will give you a confidence interval, although you'd probably
want to put rather little trust in it, as the sampling distributions
of ICC are highly skewed.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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