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Re: st: SAS versus Stata, Panel Study Logit models
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
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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