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st: xtmrho


From   Yuliya Kosyakova <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: xtmrho
Date   Tue, 27 Dec 2011 14:45:31 +0000

Dear all,
I hope you could help me:
I have a cross-classified multilevel model with waves nested in
respondents with random coefficients for interviewers and primary sample
units.
For this model I give a command
xtmixed fqmean_wi || _all: R.psu || _all: R.intnr || id: , mle var

fqmean_wi is my dependent variable
psu - primary sample units
intnr =96 identifier for interviewer
id =96 identifier for respondent

I wanted to count intraclass correlation, but it seems stata does not save
all estimates:
If I give ereturn list, I receive scalars for:
Var(R.psu), var(_cons) and var(Residual)
But nothing for var (R.int)  - variance at the interviewer level!

Also the whole variance (e(var_sum)) is not equal the sum of variance in
the model.

As result the command xtmrho does not count for intraclass correlation
here.

Any ideas?

Thank you very much!
Yuliya





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