Dear all,

I am estimating sibling correlation using Stata's mixed command via REML for different groups. We are interested in whether differences between groups are significant or not. How do I perform such a test. Maybe a joint test and a pairwise test. Please also keep in mind that we also have singletons in our estimation samples This might be of interest, because in general, a sibling correlation is the ratio of two chi^2 distributed variables. If we would divide them with the degrees of freedom in the nominator and denominator, we would end up with a F-distributed random variable. However, the degree of freedom are different for the variance of the sibling component and the individual component, aren't they? So, it is not so straightforward to me.

Below, you find a MWE. Thank you very much for your help.

use auto, clear

xtile group = rep78, nq(3)



mixed length if group == 1 ||foreign:, reml
estat icc
mixed length if group == 2 ||foreign:, reml
estat icc
mixed length if group == 3 ||foreign:, reml
estat icc

e.g. test icc1 = icc2 = icc3
Best

Daniel