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Re: st: Goodness of fit and model comparison in xtgee

From   [email protected]
To   [email protected]
Subject   Re: st: Goodness of fit and model comparison in xtgee
Date   Sun, 23 Sep 2007 22:59:54 +0200

Does -qic- (from ssc) help?
-qic- calculates the QIC and QIC_u criteria for model selection in GEE, which is an extension of the widely used AIC criterion in ordinary regression.

At 02.33 21/09/2007 -0400, "Soremekun, Seyi" wrote:
>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!
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