Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Kenward-Roger method in Stata?

From   "Seed, Paul" <>
To   "" <>
Subject   st: Kenward-Roger method in Stata?
Date   Fri, 4 Jun 2010 10:47:51 +0100

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 ( 
King's College London, Division of Reproduction and Endocrinology  

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index