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RE: st: Re: Change in QIC output


From   "Pamela Phillips" <pphillip@ich.ucl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Re: Change in QIC output
Date   Thu, 3 Jun 2010 13:01:29 +0100 (BST)

Thanks. Sorry to bother you again.

I have tried to contact Jisheng Cui using the email address provided in
the Stata help file for -qic-: jisheng.cui@deakin.edu.au. I have also
tried james.cui@med.monash.edu.au and jcui@deakin.edu.au.

Unfortunately these addresses no longer exist. I was wondering if anyone
has a more recent email address or other contact details for Jisheng Cui?

With thanks and best wishes,
Pamela



> This thread started a week ago. I didn't see a response from the author
of -qic-, Jisheng Cui, who may not be a member of the list. I would
contact him directly.
>
> The code for -qic- carries notes on its revisions:
>
> *! Version 1.1.9, 19 September 2008
> *! Author: Jisheng Cui, Deakin University
> *! Calculate QIC and QIC_u proposed by Pan (2001)
> *! Update 30Sep06: include if, in and weight
> *! Update 10Oct06: include rclass
> *! Update 18Jan07: change to scalar
> *! Update 25Apr 2007: change scalar p to par
> *! Update 27Nov 2007: extend to general negative binomial
> *! Update 04Jan 2008: Parameter in negative binomial consistent with
Stata
> *! Update 19Mar 2008: Restore to version 9.0 and add a trick for
nodisplay
> *! Update 19Sep 2008: Remove constant terms for Poisson and negative
binomial
>
> Nick
> n.j.cox@durham.ac.uk
>
> Pamela Phillips
>
> Thanks for your prompt and helpful reply.
>
> Looking back, I think it is likely that I downloaded the previous
version
> (2006) of -qic- for my analyses in 2008.
>
> Does anyone know of any settings that have changed between the 2006 and
the 2008 versions of -qic-? Is the previous 2006 version still available
anywhere?
>
> Nick Cox
>
>> 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".
>
> 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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>






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