I think I found the solution but while the covariance for the random
effects parameters are the same the variances are not. I can't imagine
that they are using different methods! BUT some thing is off here. The
coefficients and standard error for the fixed effects are exactly the
same. Is there a reasonable explanation?
Thank you.
SAS
PROC MIXED NOCLPRINT=10 ORDER=data;
CLASS id group time;
MODEL y = group time group*time / SOLUTION CHISQ;
REPEATED time / TYPE = un SUBJECT = id R;
RUN;
STATA
xtmixed y group time1 time4 time6 groupXtime1 groupXtime4 groupXtime6 || ///
id: time0 time1 time4 time6, nocons cov(unstructured) variance
Raphael
On Wed, Aug 20, 2008 at 3:48 PM, Stas Kolenikov <[email protected]> wrote:
> That's some sort of the hierarchical linear model...
>
> xi: xtmixed y i.group i.time i.group*time || id: , cov(unstructured)
>
> is all I can think of.
>
> On Wed, Aug 20, 2008 at 2:44 PM, Raphael Fraser
> <[email protected]> wrote:
>> Can anyone convert this SAS code to Stata?
>>
>> PROC MIXED NOCLPRINT=10 ORDER=data;
>> CLASS id group time;
>> MODEL y = group time group*time / SOLUTION CHISQ;
>> REPEATED time / TYPE = un SUBJECT = id R;
>> run;
>>
>> Raphael
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
