Stata
use "_data/ess50prep.dta", clear
xtmixed stfdem || cntry: || region:
estat icc
. use "_data/ess50prep.dta", clear
.
. xtmixed stfdem || cntry: || region:
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log likelihood = -24464.864
Iteration 1: log likelihood = -24464.864
Computing standard errors:
Mixed-effects ML regression Number of obs = 11,022
-------------------------------------------------------------
| No. of Observations per Group
Group Variable | Groups Minimum Average Maximum
----------------+--------------------------------------------
cntry | 22 46 501.0 1,547
region | 248 5 44.4 50
-------------------------------------------------------------
Wald chi2(0) = .
Log likelihood = -24464.864 Prob > chi2 = .
------------------------------------------------------------------------------
stfdem | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | 5.450264 .1661121 32.81 0.000 5.12469 5.775837
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
cntry: Identity |
sd(_cons) | .7574878 .1209403 .5539531 1.035806
-----------------------------+------------------------------------------------
region: Identity |
sd(_cons) | .3520568 .031297 .2957624 .4190661
-----------------------------+------------------------------------------------
sd(Residual) | 2.201376 .014992 2.172188 2.230957
------------------------------------------------------------------------------
LR test vs. linear model: chi2(2) = 1240.96 Prob > chi2 = 0.0000
Note: LR test is conservative and provided only for reference.
. estat icc
Intraclass correlation
------------------------------------------------------------------------------
Level | ICC Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
cntry | .103501 .0296641 .0581124 .1776538
region|cntry | .1258583 .0290843 .0789848 .1946692
------------------------------------------------------------------------------
R
multi6 <- lmer(stfdem ~ (1|cntry/region), data = ess, REML = FALSE)
tidy(multi6)
glance(multi6)
icc(multi6)
##
## Linear mixed model
## Family: gaussian (identity)
## Formula: stfdem ~ (1 | cntry/region)
##
## ICC (region:cntry): 0.022357
## ICC (cntry): 0.103499
ICC values need to be summed to equal stata’s
0.022357 + 0.103499
## [1] 0.125856