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


From   "Sebastian F. Büchte" <sfbuechte@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Goodness of fit and model comparison in xtgee
Date   Mon, 24 Sep 2007 18:29:59 +0200

Seyi

-qic- is a user written command and can be retrieved with -ssc install qic-

Regards
Sebastian

2007/9/24, Soremekun, Seyi <S.Soremekun@warwick.ac.uk>:
> 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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