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st: xtgee or xtreg?? they seem to bring similar results.


From   Alison McCarthy <statslearner@live.com>
To   stata <statalist@hsphsun2.harvard.edu>
Subject   st: xtgee or xtreg?? they seem to bring similar results.
Date   Mon, 16 Nov 2009 17:31:50 +1030

Dear statalist,

I have mailed before about a panel data set I am working with using 38 countries over the period 1980 to 2005. This uses age standardized mortality rates as the main outcome variable.

I notice that I get very similar results using xtgee f(p)vce(r)  and xtreg, fe i(Country) vce(r), the main difference being that the xtgee has smaller standard errors than the FE model (which I understand is normal).

Could this mean that the XTGEE correlation structure  does not affect my results that much, and that I could have just used the FE model instead? I do realize that XTGEE is population level model, and therefore has different assumptions... but regardless of differences in their approach they appear to bring up very similar results.

I was thinking to include both in my work to demonstrate it is robust to different techniques.

Any comments would be very welcome.

Thanks,
A
 		 	   		  
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