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st: test to compare reduced and full models in xtgee with logit and log links


From   "Rosenstock, Summer E." <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: test to compare reduced and full models in xtgee with logit and log links
Date   Wed, 13 Jan 2010 03:17:46 -0500

Hi!

Hoping someone knows the easy answer to this one. I would like to test whether adding an interaction term to my model makes the model an overall better fit. In the past with logistic regression I've used the log likelihood ratio test to see if there is added benefit by comparing the full model to the reduced model, but stata is not so keep to do this with xtgee. I'm using two forms of xtgee. The first is binomial family with log link, independent correlation and robust variance adjusting for clustered sampling. and the second is binomial family with logit link, independent correlation and robust variance adjusting for clustered sampling. I'm having to use logit in some cases because not all of my log-binomial models will converge, which is super frustrating...but that's another topic. Any assistance on this would be greatly appreciated!

Thanks so much!


Summer Rosenstock, MHS
PhD Candidate
Johns Hopkins University
Bloomberg School of Public Health
Global Disease Epidemiology and Control
018-3316915
(301) 760-7468
[email protected]


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