XTMIXED_CORR: Stata module to compute model-implied intracluster correlations after xtmixed

Roberto G. Gutierrez ()
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Roberto G. Gutierrez: StataCorp

Statistical Software Components from Boston College Department of Economics

Abstract: Linear mixed models as fit by xtmixed have complex expressions for intracluster correlation. Correlation comes from two sources: (1) the design of the random effects and their assumed covariance from the multiple levels in your model; and (2) the correlation structure of the residuals, whether they be treated as independent, auto-regressive, Toeplitz, etc. Residuals may also be modeled as heteroskedastic; see xtmixed for details. xtmixedFile-URL: http://fmwww.bc.edu/repec/bocode/_/corr is designed to combine all sources of correlation into one overall correlation matrix for a given cluster (or for a given group of clusters, if you wish). This allows you to compare different multilevel models in terms of the ultimate intracluster correlation matrix that each model implies.

Language: Stata
Requires: Stata version 11.1
Keywords: linear mixed model; intracluster correlation; random effects (search for similar items in EconPapers)
Date: 2011-06-27
Note: This module should be installed from within Stata by typing "ssc install xtmixed_corr". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/x/xtmixed_corr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtmixed_corr.sthlp help file (text/plain)

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