Re: st: SAS versus Stata, Panel Study Logit models

[David Airey <david.airey@Vanderbilt.Edu>]

On Dec 19, 2007, at 9:52 AM, Richard Williams wrote:

> A student of mine has used SAS to estimate various panel study  
> logistic regressions.  I can perfectly replicate her regular  
> logistic regression results using -logit-, but I am having a few  
> problems replicating her panel analysis.  A couple of Qs (which may  
> or may not be answerable if you don't also know SAS):
>
> * She uses "Alternating Logistic Regression" for part of the  
> analysis.  Is that possible in Stata (perhaps it goes by a different  
> name)?
>
> * She also uses GEE with unstructured correlations.  I come very  
> close but not quite to replicating her results with -xtgee- and with  
> -xtlogit-.  Is it reasonable to think that differences in algorithms  
> might produce small differences in results?  Or is SAS perhaps using  
> some kind of different defaults or methods than Stata uses?  And if  
> so could I specify the necessary changes in Stata, e.g. change the  
> tolerances or the maximization technique? I'm guessing the  
> differences are just due to algorithms but it is always possible  
> there is something more than that.
There is a Stata FAQ on the differences in implementations of GEE in  
Stata versus other programs,

http://www.stata.com/support/faqs/stat/gee.html

and here,

http://www.stata.com/support/faqs/stat/xtgeesas.html

By coincidence, I just read them yesterday.

-Dave




> Specifically, I give commands like
>
> xtlogit  drug age white black hispanic male modal2 severity time  
> gentime modtime sevtime, corr(uns) pa
> xtgee  drug age white black hispanic male modal2 severity time  
> gentime modtime sevtime, corr(uns) fam(binom) link(logit)
>
> Here is some of her SAS code, which is for a slightly different  
> model but I believe similar code was used for the final models:
>
> PROC GENMOD data=Drug descending;
> CLASS id2 time2 race modal;
> MODEL drug=  modal severity time modal*time severity*time/  
> dist=binomial
> link=logit;
> REPEATED subject=id2 / withinsubject=time2  type=un covb corrw  
> modelse;
> RUN;
>
> I hate it when students know more than I do.  :)  Thanks for any help.
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
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