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st: Kenward-Roger method in Stata?


From   "Seed, Paul" <paul.seed@kcl.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Kenward-Roger method in Stata?
Date   Fri, 4 Jun 2010 10:47:51 +0100

Hi. 
 
SAS's command PROC MIXED has an option " ddfm=KR " 
which implements Kenward & Roger (1997), 
improving on the asymptotic estimation of 
SE, CI significance etc.  There is some evidence that 
it performs well with missing data and small samples 

Has anyone attempted to implement this in Stata, for 
either -xtgee- or -xtmixed-?  If not, is there any 
chance that it is to come any time soon; or do I have to 
(re)learn SAS? -findit kenward- and similar turn up nothing. 

 Kenward & Roger (1997), BIOMETRICS 53, 983-997 "Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood" 

BW  Paul Seed (paul.seed@kcl.ac.uk) 
King's College London, Division of Reproduction and Endocrinology  




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