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

[Richard Williams <Richard.A.Williams.5@ND.edu>]

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:

ADJUSTCORR Keyword
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
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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