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st: XTGEE drops observations


From   Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: XTGEE drops observations
Date   Mon, 16 May 2005 16:47:21 -0400

Hi all.

The -xtgee- manual says that Stata (v.8.2) "drops panels with too few observations".

I want to specifically ask about lag-dependent correlation structures, e.g.,
corr(stationary1)
corr(ar1)

I have panels that have occasional missing observations. In other words, some panels may have observations at times {1,2,3,4} but one panel may have only times {1,2,4} and another may have only time {2}. If I fit

-xtgee ..., i(id) t(time) corr(ar1)-

Stata drops the latter two panels with the comment:

note: observations not equally spaced
modal spacing is delta t = 1
2 groups omitted from estimation

First, the panel w/ times {1,2,4} seems to have some info about the correlation (from the data of the first two timepoints). In any case, even if both these panels are uninformative re the correlation parameter, I do not understand why they have to be dropped entirely (they do have info about the marginal means). Does that mean that we cannot have missing data if we want to use such correlation structures? That seems unreasonable. The correlation estimates from the panels that are informative could be applied to all panels (since we are estimating a common correlation across panels) and the panels with missing observations could be fully used. Is it perhaps that the scoring equations do not go through with unbalanced data? Could someone outline what I am missing?

Thanks in advance.
Constantine





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________________________________________________________________
Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: c_daskalakis@mail.jci.tju.edu
Webpage: http://www.jefferson.edu/medicine/pharmacology/bio/
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