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From |
Dan MacNulty <macn0007@umn.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: fitted values in xtmepoisson and xtpoisson |

Date |
Tue, 11 May 2010 09:53:53 -0700 |

. use http://www.stata-press.com/data/r10/epilepsy . xtset subject . xtpoisson seizures lage, re normal . predict xt_norm, nu0 . xtpoisson seizures lage, re . predict xt_gamma, nu0

Garry Anderson wrote:

Dear Dan, If you use the -,normal- option on the -xtpoisson- model the fitted values are the same as -xtmepoisson-. That is, the -xtmepoisson- command assumes that the random effects are normally distributed, whereas the -xtpoisson- command assumes that they have a gamma distribution. Page 286 of the Stata 11 XT manual refers to -xtmepoisson- and says "Because this is a simple random-intercept model, you can obtain equivalent results by using xtpoisson with the re and normal options." Cheers, Garry-----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dan MacNulty Sent: Tuesday, 11 May 2010 9:26 AM To: statalist@hsphsun2.harvard.edu Subject: st: fitted values in xtmepoisson and xtpoisson 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 * * 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/

* * 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/

**Follow-Ups**:**Re: st: RE: fitted values in xtmepoisson and xtpoisson***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: fitted values in xtmepoisson and xtpoisson***From:*Dan MacNulty <macn0007@umn.edu>

**st: RE: fitted values in xtmepoisson and xtpoisson***From:*Garry Anderson <g.anderson@unimelb.edu.au>

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