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st: autocorrelation
From
"Walsh, Kayo" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: autocorrelation
Date
Mon, 23 Jan 2012 15:04:20 -0500
Hi,
Is there a way to get a standard error(or 95% CI) of autocorrelation coefficient in STATA? I am using XTGEE to get autocorrelation (the code shown below). I get the result of the correlation(below) but I also want to get the standard error (or 95% CI) of each estimate. Please let me know if it is possible to do this.
Thank you,
Kayo Walsh
xtgee sqrt_amt_total_ptfa $demo $demo2 $demo3 $hh $disb $insur $disease $health t $i_demo $i_demo2 $i_demo3 $i_hh $i_disb $i_insur $i_disease $i_health [iw = avg_wt], i (id_num) t (t) family (gaussian) link (identity) corr (ar1) robust
estat wcorrelation
Estimated within-id_num correlation matrix R:
| c1 c2 c3 c4 c5
------+-------------------------------------------------------
r1 | 1
r2 | .2956403 1
r3 | .0874032 .2956403 1
r4 | .0258399 .0874032 .2956403 1
r5 | .0076393 .0258399 .0874032 .2956403 1
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