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RE: st: Goodness of fit and model comparison in xtgee


From   "Soremekun, Seyi" <S.Soremekun@warwick.ac.uk>
To   <nicola.baldini2@unibo.it>, <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Goodness of fit and model comparison in xtgee
Date   Mon, 24 Sep 2007 17:03:57 +0100

It probably would thanks... but could you be a bit more specific on the
command in stata? Is it already available as a post-estimation command
or do I have to add it (as you can see my stata knowledge is still
developing)
Cheers

Seyi


s.soremekun@warwick.ac.uk

-----Original Message-----
From: nicola.baldini2@unibo.it [mailto:nicola.baldini2@unibo.it] 
Sent: 23 September 2007 22:00
To: statalist@hsphsun2.harvard.edu
Cc: Soremekun, Seyi
Subject: Re: st: Goodness of fit and model comparison in xtgee

Does -qic- (from ssc) help?
-qic- calculates the QIC and QIC_u criteria for model selection in GEE,
which is an extension of the widely used AIC criterion in ordinary
regression.
Nicola

At 02.33 21/09/2007 -0400, "Soremekun, Seyi" wrote:
>I have panel data with a normal continuous dependant variable, and I'm
>using the xtgee command to fit it. I'm trying to categorise one of my
>independent variables (which is also continuous) partly because of lack
>of data points but also because it may be biologically sensible to do
>so. At the moment, I'm varying the cut-off points for my categories and
>then running the models. 
>
>I would like to find which cut-off points give me the best fitting
>model, but I'm having trouble finding goodness-of-fit tests that are
>compatible with xtgee. Are there any that stata can run? I know there
is
>a stata book available on GEE which might mention it but I don't have
>access to it.
>
>I saw a similar query on this a few years ago which Nick Cox answered
>("residuals for gee") and I wondered if there had been any advance
since
>then. At the moment I'm just plotting the model residuals and also
>looking at their sizes to compare them.
>
>Any suggestions/advice welcome!
>Cheers,
>
>Seyi

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