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Re: st: SAS versus Stata, Panel Study Logit models

From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: SAS versus Stata, Panel Study Logit models
Date   Wed, 19 Dec 2007 15:43:05 -0500

At 10:52 AM 12/19/2007, Richard Williams wrote:
A student of mine has used SAS to estimate various panel study logistic regressions. I can perfectly replicate her regular logistic regression results using -logit-, but I am having a few problems replicating her panel analysis. A couple of Qs (which may or may not be answerable if you don't also know SAS):
To follow up: Turns out SPSS 15 has a GEE routine - and when I use it, I get EXACTLY the same results that were reported by SAS for both the coefficients and the s.e's (to 3 decimal places anyway).

Furthermore, I can also get SPSS to EXACTLY reproduce my Stata results. You use the adjustcorr=no option on SPSS GENLIN to do this. The SPSS documentation says:

The ADJUSTCORR keyword indicates whether to adjust the working correlation matrix estimator by the number of nonredundant parameters.

YES Adjust the working correlation matrix estimator. This is the default.
NO Compute the working correlation matrix estimator without the adjustment.

Alas, this does not mean anything to me, but apparently this is something SAS and SPSS think should be done by default whereas Stata does not. Who is right? And if I were so inclined, is there an option I could use in Stata that would do this adjustment?

Richard Williams, Notre Dame Dept of Sociology
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