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st: Interpreting the trace of a matrix in GEE

From   "Soremekun, Seyi" <>
To   <>
Subject   st: Interpreting the trace of a matrix in GEE
Date   Tue, 2 Oct 2007 09:56:02 +0100

I'm using the QIC programme in stata v9 to asses the fit of my GEE model
of panel data, and as part of the output I get a value for the trace of
the matrix. 

I'm kind of coming to terms with the basis of covariance/correlation
matrices using xtgee, but I'm still not sure what the trace tells you
apart from the total variance in the left-right diagonal. Does this mean
that the smaller the trace the better the fit? Or have I missed
something fundamental about the statistical theory behind this???

Any help welcome


Seyi Soremekun
PhD Student
Biological Sciences Department
University of Warwick CV4 7AL
+44 02476522473

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