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st: panels' quasiscores after -xtgee-


From   Joseph Coveney <jcoveney@bigplanet.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: panels' quasiscores after -xtgee-
Date   Mon, 16 Sep 2002 13:37:14 +0900

I'm working through the steps to implement the PA-GEE quasilikelihood analogue of 
Rao's score test (as in SAS's -proc genmod . . . repeated . . . type3-); A. Rotnitzky & 
N. P. Jewell, Hypothesis testing of regression parameters in semiparametric 
generalized linear models for cluster correlated data. _Biometrika_ 77:485-97, 
1990; J. W. Hardin & J. M. Hilbe, _Generalized Estimating Equations_ (Boca Raton: 
Chapman & Hall / CRC, 2003), p. 174.

Along the way, I came across the following passage from the _Stata Reference 
Manual_ (Release 7, Volume 4, Page 327) under the entry for -score-, "Note that 
the scores for the independent panels can be obtained by . . . -egen ui=sum(uit), 
by(t)- . . ."

Is that a typographical error?  It seems as if it ought to be -egen ui=sum(uit), by(i)-.  
I didn't see anything about it in the online errata list. 

A more general question:  from what I've seen, users of -proc genmod . . . repeated- 
nearly reflexively use score tests in lieu of Wald tests, and I was led to believe that 
a score test has somewhat better properties than a Wald test.  Yet Hardin & Hilbe 
don't go into much discussion or detail about score tests, and Stata doesn't have it 
as a handy option in -xtgee-.  Is there a disadvantage to score tests vis  vis Wald 
tests in the context of PA-GEE that I'm not aware of?

Joseph Coveney
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