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st: Re: Does xtgee do multinomial?


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   st: Re: Does xtgee do multinomial?
Date   Fri, 30 Jul 2004 09:43:28 +0900

David Airey wrote:

Anybody know if the Stata 8 command xtgee handles multiple categorical 
dependent variables? I tend to use commands which allow me not to think 
about "link functions". Is the logit link a generalized logit link (for 
nominal multinomial regression)? I'm thinking of buying the GEE book at 
the bookstore, but I can't tell from the TOC whether this is covered. 
I've managed to get gllamm to run an appropriate model thanks to a 
previous post. I'd like to compare results to a multinomial GEE.

--------------------------------------------------------------------------------

According to Page 103 of J. W. Hardin & J. M. Hilbe, _Generalized Estimating 
Equations_, (Boca Raton: Chapman & Hall/CRC, 2003), "The SUDAAN package is the 
only one of the four packages used in the text that has support for fitting 
this model."  The four packages are SAS, S-Plus, Stata and SUDAAN.  

Have you considered -mlogit, cluster()- as an alternative?  I suspect that it 
would be like SUDAAN's GEE with an independent working correlation structure, 
and as such ought to give similar results to what you would would get with 
SUDAAN, with some reduction in efficiency, the degree depending upon just how 
far from reality the independent working correlation is in the particular case.

The authors (James Hardin and Joe Hilbe) illustrate fitting of the model with 
SUDAAN using an artificial dataset.  It would be interesting to see just how 
close results from -mlogit, cluster()- are to what they got from SUDAAN (with 
an exchangeable working correlation structure), but that particular dataset 
isn't apparently included in the downloadable zip file of datasets used in the 
book.

I strongly recommend the book, by the way.  It has not only background, but 
also practical pointers and methods (for example, diagnostics and residuals, 
systematic selection of a working correlation structure, how to do a roll-your-
own [fixed] working correlation structure in Stata) to make it well worthwhile 
to anyone contemplating a population-averaged GEE approach.

Joseph Coveney


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