I am estimating a three-level model: Persons in PSUs in Countries with melogit. My code is below. The output shows that my clusters are unique at PSU level and are unique from the nation. I have 39103 PSU clusters and 63 nation clusters. However, my ICC is EXACTLY the same. Is there an explanation for this?
melogit termpreg [pw=normwgt] || country: || newidPSU:
estat icc
Mixed-effects logistic regression Number of obs = 1034809
-------------------------------------------------------------
| No. of Observations per Group
Group Variable | Groups Minimum Average Maximum
----------------+--------------------------------------------
countryname | 63 2,615 16,425.5 122,351
newidPSU | 39,103 1 26.5 122,351
-------------------------------------------------------------
Integration method: mvaghermite Integration pts. = 7
Wald chi2(0) = .
Log pseudolikelihood = -8628.1485 Prob > chi2 = .
(Std. Err. adjusted for 63 clusters in countryname)
--------------------------------------------------------------------------------------
| Robust
termpreg | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
_cons | -1.696166 .0661216 -25.65 0.000 -1.825762 -1.56657
---------------------+----------------------------------------------------------------
countryname |
var(_cons)| .1978985 .04542 .1262065 .3103152
---------------------+----------------------------------------------------------------
countryname>newidPSU |
var(_cons)| 2.26e-35 3.13e-35 1.50e-36 3.41e-34
--------------------------------------------------------------------------------------
. est store uncond
. estat icc
Intraclass correlation
------------------------------------------------------------------------------
Level | ICC Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
countryname | .0567407 .0122837 .0369449 .0861943
newidPSU|countryname | .0567407 .0122837 .0369449 .0861943
------------------------------------------------------------------------------
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