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st: Goodness of fit and model comparison in xtgee

From   "Soremekun, Seyi" <[email protected]>
To   <[email protected]>
Subject   st: Goodness of fit and model comparison in xtgee
Date   Thu, 20 Sep 2007 17:22:41 +0100

I have panel data with a normal continuous dependant variable, and I'm
using the xtgee command to fit it. I'm trying to categorise one of my
independent variables (which is also continuous) partly because of lack
of data points but also because it may be biologically sensible to do
so. At the moment, I'm varying the cut-off points for my categories and
then running the models. 

I would like to find which cut-off points give me the best fitting
model, but I'm having trouble finding goodness-of-fit tests that are
compatible with xtgee. Are there any that stata can run? I know there is
a stata book available on GEE which might mention it but I don't have
access to it.

I saw a similar query on this a few years ago which Nick Cox answered
("residuals for gee") and I wondered if there had been any advance since
then. At the moment I'm just plotting the model residuals and also
looking at their sizes to compare them.

Any suggestions/advice welcome!


Seyi Soremekun
PhD Student
Biological Sciences Department
University of Warwick CV4 7AL
+44 02476522473
[email protected]

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