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st: RE: Change in QIC output


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Change in QIC output
Date   Tue, 25 May 2010 12:45:02 +0100

First off, there is (strictly) no -qic- command in Stata. -qic- is a
user-written program from SSC. 

What's changed, presumably, is not -qic-: although your information does
not absolutely exclude the possibility that you used different versions
of -qic-, the version of -qic- on SSC is 1.1.9 9 Sept 2008 and is likely
to be the same. 

What's changed is the internal engine that Stata uses for optimisation.
You may need to tweak the fitting using the optimize options flagged in
the help. 

I guess you should be worried that your QIC values are, or appear to be,
not well determined, but I can't advise further. 

The more-or-less peaceful coexistence of various *IC and of so many
other single-number figures of model merit reminds me of the old joke
"The great thing about standards is that there are so many to choose
from".  

Nick 
n.j.cox@durham.ac.uk 

Pamela Phillips

In October 2008 I fitted some Poisson generalised linear models using
generalised estimating equations. I calculated the QIC (quasilikelihood
information criterion) for each model, using the qic command in STATA.

On revisiting the same datasets and the same code in April 2010, I find
that the QIC values have changed by a factor of 1.5. The command output
is
the same, except for the first line, which has changed from 'Iteration
1:
tolerance = 1.166e-11' to 'Iteration 1: tolerance = 2.528e-12'.

Can anyone tell me what has happened? Have any default settings been
changed for the qic command? I am using STATA 10.0.


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