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st: RE: QIC Program question to assess fit in xtgee


From   "Mustillo, Sarah A" <smustill@purdue.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: QIC Program question to assess fit in xtgee
Date   Fri, 29 Feb 2008 09:38:57 -0500

Lara - 

I just tried the QIC program and got the same error.  I always use the code provided by Hardin and Hilbe in their GEE book.  Put in your own Y variable and X variables and run it like a do file:

*From Hardin&Hilbe 2002 - Using QIC to determine the best correlation structure for the data.

xtgee yvar x1 x2 x3 x4 x5 x6 xm [pweight=wt], robust corr(ind)
matrix A= e(V)
matrix Ai= syminv(A)

capture program drop qicm
program define qicm
	args corr
	quietly {

		capture quietly xtgee yvar x1 x2 x3 x4 x5 x6 xm [pweight=wt], robust corr(`corr')
		if (_rc !=0) {
			exit
		}

		matrix V = e(V)
		matrix T = Ai*V
		matrix t = trace(T)
		scalar off = t[1,1]

		tempvar ql
		quietly predict double mu, mu
		quietly generate double `ql' = (yvar*log(mu/(1-mu)) + log(1-mu))
		quietly summarize `ql', meanonly

	}
	display in green "QIC = " in yellow 2*(off-r(sum))
end

qicm ind
drop mu
qicm exch
drop mu
qicm "ar 1"
drop mu
qicm "ar 2"
drop mu
qicm unst
drop mu
qicm "sta 2"



Sarah

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu on behalf of Lara Nobre Noronha Ferreira
Sent: Thu 2/28/2008 9:28 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: QIC Program question to assess fit in xtgee
 

Dear all,

 

I have the same problem that Edward posted on QIC program (assess fit in
xtgee): it gives the answer "p ambiguous abbreviation". 

 

I saw the asnswer by James Cui posted on the 24th February saying "This
issue about QIC just draw my attention today. This problem variable name too
short) has been fixed earlier. (.)The program can be downloaded from SSC."
So I downloaded the program from SSC, but the report was that "all files
already exist and are up to date". I ran the QIC program again and faced the
same problem. 

I tried "display qic" and it gave a number, which I assume it's qic. Can
anyone help me? (I have Stata/SE 9.1 for Windows - Born 20 Jan 2006)

 



Thanks

Lara

 

*******************************************

Lara Noronha Ferreira

University of the Algarve

Portugal




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