Actuarial Notes

CAS Exam MAS-II Fall 2018, Question 13

Study guide: Exam MAS-II

An actuary creates a Hierarchical Linear Mixed Model of patient outcomes, with random effects for clinics (Level 3) and doctors (Level 2). Doctors are clustered in clinics. The first clinic has two doctors and six patients, with patients assigned to doctors as shown in the table below.

The table provides a complete list of data for Clinic 1, which is the first among eight clinics studied.

Clinic ID Doctor ID Patient ID
1 1000 001
1 1000 002
1 1001 003
1 1001 004
1 1001 005
1 1001 006

The marginal variance-covariance matrix (rows and columns in order of patient ID) for Clinic 1 is as follows:

\begin{bmatrix}
132 & 27 & 11 & 11 & 11 & 11 \\
27 & 132 & 11 & 11 & 11 & 11 \\
11 & 11 & 132 & 27 & 27 & 27 \\
11 & 11 & 27 & 132 & 27 & 27 \\
11 & 11 & 27 & 27 & 132 & 27 \\
11 & 11 & 27 & 27 & 27 & 132
\end{bmatrix}

Calculate the Intraclass Correlation Coefficient for patients with the same doctor.

  • A) Less than 0.1
  • B) At least 0.1, but less than 0.2
  • C) At least 0.2, but less than 0.3
  • D) At least 0.3, but less than 0.4
  • E) At least 0.4

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Concepts tested

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