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

["David M. Drukker" <ddrukker@stata.com>]

Richard Williams <Richard.A.Williams.5@ND.edu> asked about exactly 
matching the results from other software.

-xtgee- uses the sample size, N, as the divisor in calculating the
working-correlation matrix, as it should.  Generalized-estimating-equations
estimators are sometimes implemented with ad-hoc small-sample adjustments
made to the divisors.

I do not know precisely what the other packages are doing, but specifying
the -nmp- option will change the divisor used in estimating the
working-correlation matrix from N to N-p, which is the most popular
small-sample adjustment.

	-- David
	   ddrukker@stata.com

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/