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st: fitted values in xtmepoisson and xtpoisson


From   Dan MacNulty <macn0007@umn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: fitted values in xtmepoisson and xtpoisson
Date   Mon, 10 May 2010 16:26:11 -0700

Dear Statalist,
According to the STATA 10 documentation re:longitudinal/panel data (p.264) the model specified as:

   xtmepoisson seizures treat lbas lbas_trt lage visit || subject:

...is equivalent to this model:

   xtpoisson seizures treat lbas lbas_trt lage visit, re

Yet, the population-averaged fitted values (i.e., predictions that include only the fixed portion of the model) appear to differ substantially between the two models. For the xtmepoisson model, I generated these with the post-estimation command:

   predict newvar, fixedonly

For the xtpossion model, I generated the population-averaged fitted values with the post-estimation command:

   predict newvar, nu0

I'd be very grateful if someone could explain why there's an apparent difference in the population-averaged fitted values between these two purportedly equivalent models.

thanks,
Dan MacNulty







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