Tuesday, March 07, 2006

Re: st: rho in xtreg

Paul Visintainer wrote:

-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?


If I understand correctly, you can model separate residual variances and then use a likelihood ratio test to see whether this adds anything to a model that doesn't allow for residual variance to differ between sexes.

This can be done using -gllamm- (see S. Rabe-Hesketh and A. Skrondal, _Multilevel and Longitudinal Modeling Using Stata_ (College Station, Texas: Stata Press, 2005), pp. 92-94), but as far as I know not yet with -xtmixed-.

Joseph Coveney

sysuse bplong tabulate sex, generate(sex_) eq het: sex_1 sex_2 xi: gllamm bp i.when sex, i(patient) s(het) adapt estimates store Het xi: gllamm bp i.when sex, i(patient) adapt lrtest Het . exit

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