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st: -glm- vs -xtgee,corr(independent)-


From   Jeph Herrin <[email protected]>
To   [email protected]
Subject   st: -glm- vs -xtgee,corr(independent)-
Date   Mon, 21 Aug 2006 16:33:48 -0400

Stata 9.2, updated.

I'm trying to understand why, contrary to the documentation, these
two do not give the same results:

. glm   rate exposed, family(binomial) link(logit) robust
. xtgee rate exposed, family(binomial) link(logit) robust /*
                        */corr(independent) i(id)

The -glm- converges nicely, the -xtgee- gives an error:

 estimates diverging (missing predictions)
 r(430);

One feature is that the dependent variable is a proportion, not 0/1;
the -glm- model is the 'recommended' approach in this case:

http://www.stata.com/support/faqs/stat/logit.html

My goal is to reproduce the -glm- model with -xtgee-, and then specify
a different error structure. I get the same problem with or without
the -robust- option.

thanks,
Jeph

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