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RE: st: Explaining strange xtgee results
From: Jason Bond <email@example.com>
Subject: st: Explaining strange xtgee results
Date: Mon, 28 Aug 2006 18:40:06 -0700
Hello. My dataset is attached.
list x y id
shows the 3 variables I'm using:
scatter x y
line y x if id == 1 || line y x if id == 2 || line y x if id == 3 || line y
x if id == 4 || line y x if id == 5 || line y x if id == 6 || line y x if
id == 7
show the linked lines. So I have 7 pairs of observations, each of which is
positively correlated. However, the overall trend of the between the pairs
of points is negative, similar to Figure 1.1b in Diggle et al.'s book.
Running the simple population averaged model:
xtgee y x, i(id)
gives a negative estimate of the slope for x. If I separate out the
(baseline) cross sectional effect from the longitudinal (time 2 - time 1)
effect, and run the same model
xtgee y x1rep x2diff, i(id)
where x1rep is just x repeated and x2rep is defined as x2 - x1, I get a
negative relationship for the cross-sectional effect and a positive
relationship for the longitudinal effect (which I expected). I am sort of
surprised that I am getting a negative estimate for the slope of x in the
gee model above though.
If I run a mixed model using:
xtmixed y x || id:
I get a positive estimate for the slope estimate of x. Is there something
that I'm simply not seeing here? Thanks much,
<< Example-gee-data.dta >>
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