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st: RE: residuals for GEE
It seems that the general comments on -predict-
after -xtgee- are an exaggeration in this case,
as no specific option is available that
produces any flavour of residuals.
No matter, you can still use -predict-
to generate predictions and (e.g.) plot those
against observed. Use the GIC: the
graphical investigation criterion. Or
calculate your own residuals from observed
That might tell you more than any other ?IC
purporting to encapsulate all information on
badness of fit in a portmanteau statistic.
This is all supposing that there isn't
some well-known argument showing that
with -xtgee- residuals are a snare,
a delusion and generally poor citizens.
Also, I don't know how much juice there
can be in panels 3 time units long.
> Please forgive my ignorance if this question is nonsense.
> I'm trying to fit a GEE model to a panel data collected at 3
> points in time. My outcome variable is continuous and I'm
> considering the family of distribution as gamma with log link
> and unstructured correlation structure.
> Although the help menu for postestimation for xtgee tells me
> that the predict command can be used to predict residuals,
> stata gives me an error:
> .predict r, residuals
> option residuals not allowed
> Does stata allow residuals for xtgee?
> Also, is there any goodness of fit statistics for xtgee: AIC
> or BIC ?. How would one check whether the model fits the
> data well? (other than comparing the estimated correlation
> matrix to the actual and looking at the predicted values )
> I'm using version 8.2
> Any comments or suggestions would be appreciated.
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